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st: estout a matrix


From   Nirina F <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: estout a matrix
Date   Mon, 9 Feb 2009 18:25:11 -0500

Hello,
I am not very familiar with estout.
My questions are:
1-how do I put the matrix results from my ivtest below after my regressions?
2-When I use append, the second equation result is reported under the
first equation. I saw that I could do estout eq1 eq2 but that means I
have to also name the matrices from ivtest after eq2 differently to be
put under eq2?

. use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta

. eststo q1:  ivreg2 lw s expr tenure rns smsa  (iq=med kww age mrt), robust

. ivtest, ci

Weak instrument robust tests and confidence sets for linear IV
H0: beta[lw:iq] = 0

---------------------------------------------------------------------------------------------------------------------
 Test |      Statistic               p-value
     95% Confidence Set
------+--------------------------------------------------------------------------------------------------------------
  CLR | stat(.)  =    57.03   Prob > stat =   0.0000
    [-.257136,-.039481]
   AR | chi2(4)  =    91.35   Prob > chi2 =   0.0000
         null set
   LM | chi2(1)  =    18.20   Prob > chi2 =   0.0000
[-.4880471,-.0349708] U [ .0093415, .0202192]
    J | chi2(3)  =    73.15   Prob > chi2 =   0.0000
 LM-J |           H0 rejected at 5% level
------+--------------------------------------------------------------------------------------------------------------
 Wald | chi2(1)  =     4.90   Prob > chi2 =   0.0269
    [-.021772,-.001322]
---------------------------------------------------------------------------------------------------------------------
Note: Wald test not robust to weak instruments. LM-J confidence set
not available with closed-form estimation (use
usegrid option).

estout using ivequ.xls,  cells(b(star fmt(3)) se(par) )  stats(r2_a N
widstat jp, fmt(3))

eststo q2:  ivreg2 lw s expr tenure rns smsa  age mrt (iq=med kww), robust

ivtest, ci


Weak instrument robust tests and confidence sets for linear IV
H0: beta[lw:iq] = 0

---------------------------------------------------------------------------------------------------------------------
 Test |      Statistic               p-value
     95% Confidence Set
------+--------------------------------------------------------------------------------------------------------------
  CLR | stat(.)  =     0.03   Prob > stat =   0.8628
    [-.009783, .010634]
   AR | chi2(2)  =     2.62   Prob > chi2 =   0.2694
   [-.0089519, .0099214]
   LM | chi2(1)  =     0.03   Prob > chi2 =   0.8673
[-.0100928, .0108969] U [ .1412529, 1.348119]
    J | chi2(1)  =     2.60   Prob > chi2 =   0.1072
 LM-J |         H0 not rejected at 5% level
------+--------------------------------------------------------------------------------------------------------------
 Wald | chi2(1)  =     0.05   Prob > chi2 =   0.8205
    [-.008054, .010162]
---------------------------------------------------------------------------------------------------------------------
Note: Wald test not robust to weak instruments. LM-J confidence set
not available with closed-form estimation (use
usegrid option).


estout using ivequ.xls, append cells(b(star fmt(3)) se(par) )
stats(r2_a N widstat jp, fmt(3))



Thank  you,
Nirina
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