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st: 2SLAD - qreg - how to obtain t-stat and p-value
First of all, as I am not sure I did send an email last time, thank you very much to Mark Schaffer for his reply to my latest posting re. ivreg2.
I am now estimating a 2SLAD model, and follow the instructions given by Statacorp's Brian P. Poi in the statalist dated 26 Sep 2003. Is there a way to retrieve the p-value and the t-stat as they appear when using the command bsqreg? As Brian Poi explains, the s.e. need to be bootstrapped for _both_ stages of the estimation so that it is the command _bootstrap_ which needs to be used.
//region 2 - stage 1
reg Y2 X1 Z if reg7==2
predict double phat2, xb
//region 2 - stage 2
qreg Y1 X1 phat2 if reg7==2
bootstrap "bootit2" _b, reps (200) dots
I need to do this for 7 regions.
Thanks a lot in advance for your help and time.
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