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  • Stata outreg2 for pseudo-R^2 of logit regression

    I am running logit but outreg2 does not automatically report pseudo-R^2.

    From fitstat, I know how to get lots of different measures of goodness-of-fit measures for logit regression.

    But still I can't figure out how to force outreg2 to report them to a neat either txt or excel outcome.

    What I trying is just standard code

    logit y x if z==1
    outreg2 using output.xls, append ctitle(output)

    How should I go about it?

  • #2
    Welcome to Statalist.

    From the output of help logit we see that the pseudo R-squared is returned in e(r2_p).

    From the output of help outreg2 we see that the e() or addstat() options allow you to specify additional estimate outputs.

    You can use e( ) or addstat( ) option to augment the standard regression results with other e-class statistics (scalar only). addstat can handle r-class and s-class results as well, if they exist. The following codes are equivalent excpet in appearance.

    outreg2 using myfile, e(r2 ll)
    outreg2 using myfile, addstat(R-squared by hand, e(r2), Log Lik, e(ll))
    So it seems the addition to the outreg2 options list of
    Code:
    e(r2_p)
    would add it to the output, as would
    Code:
    addstat(Pseudo R2, e(r2_p))

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