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  • #1

    Pseudo R2 .z

    Hi please I'm running simple regression with industry and year fixed effect , actually I'm getting Pseudo R2 z , im not sure how can i display Pseudo R2

    asdoc xtreg lag_ROA hard_final_Exact_new csopresence1 FreezeXCSO Firm_Size_w ROA_w Leverage_w Market_book_four_w Non_pension_CFO_w STD_CFO_w Board_Independence_w BoardSize_w Gender_Diversity_w Fund_Status_w FUNDING_RATIO_w Platn_Size_w CSR_Committee SustainabilityScore_w i.year i.ff_12 , robust cluster (id) nest replace drop(i.year i.ff_12 ) dec(4) save(qqqq)

    please can you advice me how to display Pseudo R

    Tags: None
  • #2
    xtreg doesn't give a pseudo R2?

    Comment

    • #3
      Actually professor when added asdoc before the the code it give me pseudo R2
      HTML Code:
      asdoc xtreg lag_ROA    hard_final_Exact_new   csopresence1  FreezeXCSO  Firm_Size_w   ROA_w        Leverage_w   Market_book_four_w   Non_pension_CFO_w   STD_CFO_w  Board_Independence_w Boar
> dSize_w Gender_Diversity_w  Fund_Status_w  FUNDING_RATIO_w   Platn_Size_w     CSR_Committee  SustainabilityScore_w     i.year    i.ff_12  ,  robust cluster (id) nest replace  drop(i.year i.
> ff_12  ) dec(4)  save(qqqq)

Random-effects GLS regression                   Number of obs     =      3,344
Group variable: id                              Number of groups  =        270

R-squared:                                      Obs per group:
     Within  = 0.3472                                         min =          1
     Between = 0.9740                                         avg =       12.4
     Overall = 0.7780                                         max =         19

                                                Wald chi2(46)     =   16121.01
corr(u_i, X) = 0 (assumed)                      Prob > chi2       =     0.0000

                                            (Std. err. adjusted for 270 clusters in id)
---------------------------------------------------------------------------------------
                      |               Robust
              lag_ROA | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
----------------------+----------------------------------------------------------------
 hard_final_Exact_new |  -.0069003   .0050309    -1.37   0.170    -.0167607    .0029602
         csopresence1 |  -.0014994   .0013979    -1.07   0.283    -.0042392    .0012404
           FreezeXCSO |  -.0066137      .0128    -0.52   0.605    -.0317013    .0184738
          Firm_Size_w |  -.0022548   .0010418    -2.16   0.030    -.0042966   -.0002129
                ROA_w |   .7492963   .0443344    16.90   0.000     .6624024    .8361902
           Leverage_w |   .0210522   .0073113     2.88   0.004     .0067224    .0353821
   Market_book_four_w |   .0002542   .0001439     1.77   0.077    -.0000279    .0005363
    Non_pension_CFO_w |   .0922691   .0444373     2.08   0.038     .0051737    .1793646
            STD_CFO_w |   .0430658   .0537119     0.80   0.423    -.0622075    .1483391
 Board_Independence_w |   .0000271   .0000708     0.38   0.702    -.0001116    .0001659
          BoardSize_w |   .0000216   .0002783     0.08   0.938    -.0005238     .000567
   Gender_Diversity_w |  -.0000532   .0000748    -0.71   0.476    -.0001998    .0000933
        Fund_Status_w |   .0517582   .0226821     2.28   0.022     .0073022    .0962142
      FUNDING_RATIO_w |  -.0006031   .0045686    -0.13   0.895    -.0095575    .0083512
         Platn_Size_w |   .0012346   .0007272     1.70   0.090    -.0001907    .0026599
        CSR_Committee |  -.0004257   .0014615    -0.29   0.771    -.0032902    .0024387
SustainabilityScore_w |   .0000371   .0000379     0.98   0.328    -.0000373    .0001115
                      |
                 year |
                2005  |   .0026345   .0025884     1.02   0.309    -.0024387    .0077076
                2006  |  -.0002965   .0039006    -0.08   0.939    -.0079415    .0073485
                2007  |   .0071718   .0038958     1.84   0.066    -.0004639    .0148074
                2008  |   .0133002    .003534     3.76   0.000     .0063737    .0202267
                2009  |   .0202481    .004752     4.26   0.000     .0109343    .0295619
                2010  |  -.0089686   .0031183    -2.88   0.004    -.0150803   -.0028569
                2011  |   .0054127   .0032923     1.64   0.100      -.00104    .0118655
                2012  |   .0137176   .0032511     4.22   0.000     .0073454    .0200897
                2013  |    .008267   .0033351     2.48   0.013     .0017303    .0148037
                2014  |   .0050752   .0030794     1.65   0.099    -.0009604    .0111108
                2015  |   .0119847   .0035442     3.38   0.001     .0050382    .0189313
                2016  |   .0060144   .0033658     1.79   0.074    -.0005824    .0126113
                2017  |   .0006424   .0030162     0.21   0.831    -.0052693    .0065541
                2018  |  -.0027869   .0033363    -0.84   0.404    -.0093259    .0037521
                2019  |   .0104058   .0037083     2.81   0.005     .0031377    .0176738
                2020  |   .0135871   .0033817     4.02   0.000     .0069592    .0202151
                2021  |   -.019237   .0043667    -4.41   0.000    -.0277956   -.0106784
                2022  |  -.0004556   .0044086    -0.10   0.918    -.0090962     .008185
                      |
                ff_12 |
                   2  |  -.0109232   .0048663    -2.24   0.025    -.0204611   -.0013854
                   3  |  -.0050988   .0028422    -1.79   0.073    -.0106694    .0004718
                   4  |  -.0097719   .0066295    -1.47   0.140    -.0227656    .0032217
                   5  |  -.0034734   .0031675    -1.10   0.273    -.0096815    .0027347
                   6  |  -.0085453   .0035478    -2.41   0.016    -.0154989   -.0015917
                   7  |  -.0088429   .0048185    -1.84   0.066    -.0182869    .0006012
                   8  |  -.0148337   .0030801    -4.82   0.000    -.0208707   -.0087968
                   9  |   .0015816   .0047472     0.33   0.739    -.0077228    .0108859
                  10  |   .0000978   .0028134     0.03   0.972    -.0054163    .0056119
                  11  |  -.0084529   .0044545    -1.90   0.058    -.0171835    .0002777
                  12  |  -.0053075   .0038843    -1.37   0.172    -.0129207    .0023056
                      |
                _cons |   .0220933   .0103387     2.14   0.033     .0018299    .0423568
----------------------+----------------------------------------------------------------
              sigma_u |          0
              sigma_e |  .03149871
                  rho |          0   (fraction of variance due to u_i)
---------------------------------------------------------------------------------------
Click to Open File:  qqqq.doc

. 
end of do-file

      Comment

      • #4
        (1)
        lag_ROA
        hard_final_Exac~w -.0069
        (.005)
        csopresence1 -.0015
        (.0014)
        FreezeXCSO -.0066
        (.0128)
        Firm_Size_w -.0023**
        (.001)
        ROA_w .7493***
        (.0443)
        Leverage_w .0211***
        (.0073)
        Market_book_fou~w .0003*
        (.0001)
        Non_pension_CFO_w .0923**
        (.0444)
        STD_CFO_w .0431
        (.0537)
        Board_Independe~w 0
        (.0001)
        BoardSize_w 0
        (.0003)
        Gender_Diversit~w -.0001
        (.0001)
        Fund_Status_w .0518**
        (.0227)
        FUNDING_RATIO_w -.0006
        (.0046)
        Platn_Size_w .0012*
        (.0007)
        CSR_Committee -.0004
        (.0015)
        SustainabilityS~w 0
        (0)
        _cons .0221**
        (.0103)
        Observations 3344
        Pseudo R2 .z
        Last edited by hussein bataineh; 07 Jul 2024, 13:17.

        Comment

        • #5
          It gives you .z.

          What version? My asdoc output looks nothing like this. The R2 is the within R2.

          ereturn does not include a pseudo-R2.

          Comment

          • #6
            Code:
            sysuse auto, clear
xtset rep78
asdoc xtreg price mpg weight i.foreign, fe nest save(qqqq) cluster(rep78) replace
            Code:
             
            
  (1)

            

            
   price

            

             mpg
24.375

            

            
(89.0612)

            

             weight
3.5454**

            

            
(1.2574)

            

             0b.foreign


            

            


            

             1.foreign
3601.8284**

            

            
(1193.4719)

            

             _cons
-6218.7578

            

            
(5801.6036)

            

             Observations
69

            

             Within R2
.4944

            

            Standard errors are in parentheses

            

            *** p<.01, ** p<.05, * p<.1

            Comment

            • #7
              Thanks a lot professor George , i will try it

              Comment

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