Oleksandr,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Oleksandr Shepotylo
> Sent: Friday, December 08, 2006 3:41 PM
> To: [email protected]
> Subject: st: RE: RE: ivreg2 Shea partial R2 and other stats
> with estout
>
> Mark,
>
> Thank you for help. I found how to use estout to get Anderson
> corr stat, and Anderson-Rubin stat. I still can not figure
> out how to present Shea's partial R2. After I run ivreg2, it
> is stored in the first raw of e(first), 6x1 vector, under
> the name sheapr2:
>
> . matrix list e(first)
>
> e(first)[6,1]
> wva
> sheapr2 .51326825
> pr2 .51326825
> F 20.266726
> df 12
> df_r 144
> pvalue 2.368e-25
>
>
> I have tried
>
> eret2 scalar partr2=ereturn(first[_sheapr2])
>
> but there is obviously something wrong with that expression
You need to do it in several steps, e.g.,
mat m=e(first)
scalar shea=m[1,1] /* or whatever is the correct column */
eret2 scalar partr2=shea
Cheers,
Mark
> Schaffer, Mark E wrote:
> > Oleksandr,
> >
> >
> >> -----Original Message-----
> >> From: [email protected]
> >> [mailto:[email protected]] On Behalf Of
> Oleksandr
> >> Shepotylo
> >> Sent: Friday, December 08, 2006 1:33 PM
> >> To: [email protected]
> >> Subject: st: ivreg2 Shea partial R2 and other stats with estout
> >>
> >> Hi statalist,
> >>
> >> I use ivreg2 to estimate several models and estout to put
> my results
> >> in a nice table. I would like to include some statistics from the
> >> first stage - Shea's partial R2, Anderson canon. corr. likelihood
> >> ratio stat., Anderson-Rubin test of joint significance of
> endogenous
> >> regressors - in the table.
> >> Unfortunately, they are not included in ereturn list, so I do not
> >> know how to do this.
> >>
> >> Any ideas on how to do this?
> >>
> >
> > Ben Jann's -estadd- or -eret2- should help you do what you want.
> >
> > Cheers,
> > Mark
> >
> > Prof. Mark E. Schaffer
> > Director
> > Centre for Economic Reform and Transformation Department of
> Economics
> > School of Management & Languages Heriot-Watt University
> Edinburgh EH14
> > 4AS UK
> > 44-131-451-3494 direct
> > 44-131-451-3296 fax
> > http://www.sml.hw.ac.uk/cert
> >
> >
> >
> >> Best,
> >>
> >> Oleksandr Shepotylo
> >>
> >>
> >> *
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> >>
> >>
> >
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