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st: Re: ivreg2 and outreg
--On Saturday, December 21, 2002 2:33 -0500 Pedro wrote:
outreg knows nothing about the ancillary material produced by ivreg2
(especially because outreg far predates ivreg2; there may be a newer
version of outreg on ssc than the one from STB-59, but I doubt that it
would work any differently. If you execute the first Griliches example in
help ivreg2 with the 'first' option, estimates list reveals that you can
How does one capture both the main and the auxiliary regression results
in -ivreg2- with -outreg-?
I'm using -outreg- from STB 59 but I can't get the auxiliary regression
output, even with the "onecol" option.
Does one have to estimate the auxiliary regression separately? If so,
how does one capture the quality of the instruments statistics, such as
the adjusted partial R^2?
. mat list e(first)
sheapr2 .06400324 .16402257
pr2 .14032499 .35961407
F 30.320023 104.30946
df 4 4
df_r 743 743
pvalue 2.141e-23 1.668e-70
which are the summary stats from the first stage regressions. Elements of
that matrix may be extracted, stored in local macros, and then added to the
outreg command using the 'addstat' option. I recently did this with the
results of 'mfx' (which required some fancy footwork, since mfx changes
e()). It should be easier to do it here.
Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
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