我现在的代码是:logistic Y X1 X2 X3 X4 X5
est store m1
outreg2 [m1] using result.rtf, tstat tdec(2) addtext(Year FE, No, Ind FE, No, Control Variables, No) addstat(Pseudo R2, `e(r2_p)') replace
然后我看到在help outreg2中有这样一段话:
To test the equality of two of the estimated coefficients and report the results in the table, note that test will sometimes return chi-squared, then you would instead use addstat(chi-square test, r(chi2)):
reg mpg foreign weight length
test foreign length
outreg2 using myfile, adds(F-test, r(F), Prob > F, `r(p)') replace
seeout
可是我在代码中加入了(chi-square test, r(chi2))或者(F-test, r(F), Prob > F, `r(p)') ,也就是变成:
outreg2 [m1] using result.rtf, tstat tdec(2) addtext(Year FE, No, Ind FE, No, Control Variables, No) addstat(Pseudo R2, `e(r2_p)', (chi-square test, r(chi2)) replace
或outreg2 [m1] using result.rtf, tstat tdec(2) addtext(Year FE, No, Ind FE, No, Control Variables, No) addstat(Pseudo R2, `e(r2_p)',F-test, r(F), Prob > F, `r(p)') replace
STATA都会提示我invalid syntax。
不太明白到底应该怎么操作才能输出chi-square呢?
还有这段help中提到的F-test和chi-square test是否都是用来检验模型整体显著性的?他们是同一个检验吗?
向各位求教!感谢~~