estout and missing pseudo R2

[Arian Nazar]

Hello everybody,

I am running multiple qreg's and would like to view the results using eststo and estout (estout from ssc install estout, replace). While estout works fine with the coefficients of the IVs, the table only shows blanks for the pseudo R2 values (using the pr2 option). I have checked the search function here and the estout help. Unfortunately, I could not find a solution yet.

Does anyone have an idea how to view the pseudo R2 in the estout table?
Many thanks in advance,

Arian

[Joe Canner]

Arian,

I'm a bit confused...I don't see a pr2 option in my version of estout. Can you provide more details on the model you are running and the eststo and estout commands you are using?

Regards,
Joe

[Joe Canner]

Are you referring to the stat() option of estout? If so, then the scalar that is provided must be a scalar that results from your regression model. In logistic regression, the pseudo-R2 is in e(r2_p) so you would do stat(r2_p). qreg, however, does not provide the pseudo-R2. See here for a discussion of how to get it (not sure if it will work with estout or not): http://www.stata.com/statalist/archi.../msg00242.html

[Arian Nazar]

Hi Joe
Thanks for you reply.

I am using esttab bassed on http://repec.org/bocode/e/estout/

I run multiple regression in the form of

eststo: qreg DV IV1 if Date==1

eststo: qreg DV IV1 if Date==2

etc with a panel data set.

Then after a couple of regression I run

esttab, pr2 keep(IV1)

While esttab presents the coefficients of IV1 of the regressions (stored thanks to eststo), only blanks are shown for the pseudo R2.

I would like to see the Pseudo R2 for each regression and then take the average.

Any idea?
Many thanks

[Joe Canner]

Arian,

Thanks for the clarification. I see the reference to pr2 in the esttab documentation (you originally referred only to estout). However, the point still remains...estout and esttab can only display scalars that are output by qreg. As far as I can tell, qreg does not output the pseudo-R2, so there is no way for esttab/estout to display it. As noted in the link I posted previously, you can get the pseudo-R2 as follows:

local pr2 = 1- (`=e(sum_adev)'/`=e(sum_rdev)')

Accordingly, you could include sum_adev and sum_rdev as an option to esttab, or perhaps there is a way to use the result of the above calculation in esttab (I can't check right now).

Regards,
Joe