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st: RE: A question about ivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: A question about ivreg2
Date   Wed, 12 Dec 2007 09:43:53 -0000

Alemu,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Alemu Mekonnen
> Sent: Wednesday, December 12, 2007 1:47 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: A question about ivreg2
> 
> Dear Statalisters,
> 
> When I run ivreg2, I am not able to get the first-stage 
> estimates even if I specify 'first' or 'ffirst' in the do 
> file I am using (I do see OLS estimation for the second 
> stage, though).

If you're using OLS in the second stage, then you have no endogenous
regressors.  This means there is no first stage, which explains why
ivreg2 does't report them.

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


> The messages I am getting in the results window are "unable 
> to display first-stage estimates; macro
> e(first) is missing"
> and
> "Unable to display summary of first-stage estimates; macro 
> e(first) is missing"
> 
> Suggestion on how to resolve this are welcome.
> 
> Kind regards,
> Alemu
> 
> Alemu Mekonnen, Ph.D.
> Department of Economics
> Addis Ababa University
> P.O. Box 150167
> Addis Ababa
> Ethiopia
> Phone: +251(0)911 157055(Mobile)
> 
> 
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