Yes and no. No, you're not losing any PR from your website. However, your website has only so much PR it can pass along to others. So -- yes, you are losing PR because the PR your site is passing along could have been going to another website or web2.0 that you own (or deep links on the same domain), where you reclaim the PR, recycle it around and compound it.
So lets say you have a PR6 website, and you link out to 15 other websites and they all become PR5 each. Your PR6 website didn't lose any PR ... but those 15 PR5 websites can either be owned by you or owned by someone else, and if they're owned by someone else I guess you can say you lost PR.
You asked how much PR you would be losing -- but PR isn't the only factor at work. I believe when you link out to authority websites, it helps define your website's niche and establishes you as a quality portal, so although you are not gaining in "PR", you're gaining in defining your site as an authority site. So there is a trade-off.
Personally, I have absolutely no problem giving out d0follow links to quality sources left and right from my authority sites (even if they are competition). I gain more than they gain.
PR is just one factor and quite frankly -- in and of itself it doesn't make that big of a difference. I used to be super PR hungry, I created elaborate scripts that hunted down sources of PR, found myself many abandoned high PR websites -- even an abandoned PR6. Funneling all that PR through my sites doesn't seem to make that big of a difference (some, but not that big).