cadii,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Craig A. Depken, II
> Sent: 08 February 2007 21:50
> To: [email protected]
> Subject: st: accessing first stage results in xtivreg2
>
> I am frustrated in searching the FAQ for the answer to my question.
> If I have missed the relevant post, I apologize.
>
> I am estimating a linear model in xtivreg2 with the following
> structure
>
> xtivreg2 y1 (y2 = z1 z2) x1-x10;
>
> I want to calculate the net impact of a change in, say, x2 on
> y1, e.g.,
>
> dy1/dx2 = (a2) *g2 + b2
>
> where a2 is the parameter estimate of x2 in the first stage
> regression, g2 is the parameter estimate on x2 from the
> second stage regression, and b2 is the parameter estimate on
> x2 in the second stage regression.
>
> The results of the first-stage regression can be viewed using
> the `first' option in xtivreg2, but is it possible to access
> the results from the first-stage regression for use in a
> lincom command?
> Specifically, I want to calculate the point estimate and 95%
> confidence interval of the net impact of x2 on y1. From what
> I have been able to clean from the manuals, the results of
> the first-stage are dropped.
You can save the first stage results using the -savefirst- option. Then
use -estimates restore- to make these the current estimates. -lincom-
should then do what you want it it, i.e., work with the first stage
results.
Cheers,
Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
>
> Thanks in advance,
>
> cadii
>
> =========================
> Craig A. Depken, II
> Department of Economics
> University of Texas at Arlington
> Arlington, TX 76019
>
>
>
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