Dear colleagues,
Thank you for your time.
I run xtreg, re mle regression, i.e. estimate regression parameters for panel data random effects model using maximum likelihood estimator. For this regression model STATA does not calculate RMSE by default. Therefore, i can not add this statistic to the output using estout comand. I do understand how to calculate it:
xtreg y x1 x2 x3, re mle
estimates store rand1
predict double e, e
gen double e2 = e^2
sum e2
disp sqrt(r(sum)/(e(N) - e(N_g) - 2 + 1 ))
after disp comand i receive RMSE. The problem is that, i can not figure out how to save it to the stored estimates of the model (rand1), so that, when i use estout, i could export this statistics to the regression table along with other model statistics (N, Ng, Loglikelihood, aic, bic and etc..)
Any help is appreciated.
Look forward for valuable comments.
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