How to present Pseudo R² after running eprobit for 2SLS estimation

[hussein bataineh]

Hi everyone,

I’m running a 2SLS estimation using the eprobit command, and I would like to ask how to correctly present the Pseudo R² from the model.

After estimation, I can’t find a straightforward way to reportthe Pseudo R² value (similar to what is shown in probit or logit results).

Could anyone please clarify:

1. How to obtain or compute the Pseudo R² after eprobit?

Here’s my command:


asdoc eprobit (hard_final_Exact_new Workforce_dummy Firm_Size_w ROA_w Leverage_w Market_book_four_w Non_pension_CFO_w STD_CFO_w board_size_w female_percentage_w independent_percentage_w SUSTAIBILITY_COMTEE_FU community2_w productresponsibility2_w humanrights2_w environment2_w Fund_Status_w FUNDING_RATIO_w Platn_Size_w i.year i.ff_12) ,endogenous(csopresence1 = workforce2_w Firm_Size_w ROA_w Leverage_w Market_book_four_w Non_pension_CFO_w STD_CFO_w board_size_w female_percentage_w independent_percentage_w SUSTAIBILITY_COMTEE_FU community2_w productresponsibility2_w humanrights2_w environment2_w Fund_Status_w FUNDING_RATIO_w Platn_Size_w CSO_Percentage i.year i.ff_12) endogenous(CSOXWorkforceScoreDummy = Workforce_dummy Firm_Size_w ROA_w Leverage_w Market_book_four_w Non_pension_CFO_w STD_CFO_w board_size_w female_percentage_w independent_percentage_w SUSTAIBILITY_COMTEE_FU community2_w productresponsibility2_w humanrights2_w environment2_w Fund_Status_w FUNDING_RATIO_w Platn_Size_w secondIV i.year i.ff_12)

[George Ford]

It would be tricky as eprobit involves a system of equations.