I have used STATA to estimate Seemingly unrelated bivariate ordered probit regression model. I realized that the ereturn list does not have information about either the mse or rmse. To compare this model with other models, I have to manually compute the estimates.
Could anyone kindly assist me with this task?
I first run the code below:
Code:
bioprobit (dnmcas=sq noncomply headon daytime weekday sideswipe nrintersec) (daccdttyp=nrintersec daytime noncomply othervio dens)
Then, this was the result of the estimation.
Code:
group(daccd |
ttyp) | Freq. Percent Cum.
------------+-----------------------------------
1 | 285 19.18 19.18
2 | 1,201 80.82 100.00
------------+-----------------------------------
Total | 1,486 100.00
initial: log likelihood = -1134.8348
rescale: log likelihood = -1134.8348
rescale eq: log likelihood = -1121.0874
Iteration 0: log likelihood = -1121.0874
Iteration 1: log likelihood = -1121.0282
Iteration 2: log likelihood = -1121.0282
Seemingly unrelated bivariate ordered probit regression
Number of obs = 1,486
Wald chi2(7) = 63.14
Log likelihood = -1121.0282 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
dnmcas |
sq | .1639291 .0896575 1.83 0.067 -.0117964 .3396546
noncomply | -.3144068 .0963615 -3.26 0.001 -.5032719 -.1255418
headon | -.3678404 .1746644 -2.11 0.035 -.7101764 -.0255044
daytime | -.4223297 .0824215 -5.12 0.000 -.5838729 -.2607864
weekday | -.2729407 .0881706 -3.10 0.002 -.4457519 -.1001295
sideswipe | -.2678797 .1526305 -1.76 0.079 -.56703 .0312706
nrintersec | -.2329192 .1024442 -2.27 0.023 -.4337061 -.0321323
-------------+----------------------------------------------------------------
daccdttyp |
nrintersec | -.4297652 .0956313 -4.49 0.000 -.617199 -.2423313
daytime | .631744 .0954214 6.62 0.000 .4447215 .8187665
noncomply | -1.760099 .110548 -15.92 0.000 -1.976769 -1.543429
othervio | -1.47428 .3164721 -4.66 0.000 -2.094554 -.8540066
dens | .2381624 .1015682 2.34 0.019 .0390924 .4372323
-------------+----------------------------------------------------------------
athrho |
_cons | .0881832 .0786048 1.12 0.262 -.0658793 .2422457
-------------+----------------------------------------------------------------
/cut11 | .5014163 .0976875 .3099524 .6928802
/cut12 | 1.506739 .1130826 1.285101 1.728377
/cut21 | -1.680589 .1074767 -1.891239 -1.469938
-------------+----------------------------------------------------------------
rho | .0879554 .0779967 -.0657841 .2376158
------------------------------------------------------------------------------
LR test of indep. eqns. : chi2(1) = 1.27 Prob > chi2 = 0.2600The scalars and macros of the estimation are as follows:
Code:
ereturn list
scalars:
e(rc) = 0
e(ll) = -1121.028167390545
e(converged) = 1
e(rank) = 16
e(k) = 16
e(k_eq) = 6
e(k_dv) = 2
e(ic) = 2
e(N) = 1486
e(k_eq_model) = 1
e(df_m) = 7
e(chi2) = 63.13531987062479
e(p) = 3.56044625833e-11
e(ll_0) = -1121.662573360585
e(k_aux) = 3
e(chi2_c) = 1.268811940080013
e(p_c) = .2599896774879261
macros:
e(chi2_ct) : "LR"
e(depvar) : "dnmcas daccdttyp"
e(predict) : "bioprobit_p"
e(cmd) : "bioprobit"
e(chi2type) : "Wald"
e(vce) : "oim"
e(opt) : "ml"
e(title) : "Seemingly unrelated bivariate ordered probit regression"
e(ml_method) : "d2"
e(user) : "bioprobit_d2"
e(technique) : "nr"
e(properties) : "b V"All help and suggestions would be much appreciated. Thank you.
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