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RE: st: Using outreg2 in combination with ivreg2? (the living dead)


From   Roy Wada <roywada@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Using outreg2 in combination with ivreg2? (the living dead)
Date   Wed, 2 Sep 2009 07:58:00 -0700

> I was wondering if there is any way to use outreg2 in combination with
> ivreg2 (or perhaps ivreg) to report the "standard" 2SLS Output (First
> stage regression in the top rows of the first column, second stage
> regression in the bottom of the second stage regression).
> 
> Chris

This keeps coming back like the night of living dead. Beyond what 
was answered by Martin's answer, Chris is asking to stack the results.
 
It probably makes sense to report the results of ivreg/ivreg2/ivregress 
as a multi-equation estimation. For various reasons this has never been 
done.
 
The following codes will make a multi-equation output out of -ivreg2, savefirst-.
It probably should be sent to ssc or internalized into outreg2. Note that 
this program, -ivreg2out-, can be used with other table-making programs.
 
Roy
 
*! ivreg2out 0.9 roywada@hotmail.com
prog define ivreg2out, eclass
version 8.0
qui {
args one two
local name1=subinstr("`one'","_ivreg2_","",1)
local name2=subinstr("`two'","_ivreg2_","",1)
est restore `one'
mat b1=e(b)
mat V1=e(V)
matrix coleq b1 = `name1'
matrix coleq V1 = `name1'
local r2_first=e(r2)
est restore `two'
mat b2=e(b)
mat V2=e(V)
matrix coleq b2 = `name2'
matrix coleq V2 = `name2'
mat b=b1,b2
mat v1=vecdiag(V1)
mat v2=vecdiag(V2)
mat v=v1,v2
mat V=diag(v)
local r2_second=e(r2)
local N=e(N)
eret post b V
eret scalar N=`N'
eret scalar r2_1=`r2_first'
eret scalar r2_2=`r2_second'
eret loc eqnames= "`name1' `name2'"
eret loc depvar= "`name1' `name2'"
}
end
 

*** ivreg2 results stacked togehter
sysuse auto, clear
ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
est store _ivreg2_price
ivreg2out _ivreg2_mpg _ivreg2_price
outreg2 using myfile, replace long nor2 adds("r2 first", e(r2_1), "r2 second", e(r2_2))

*** ivreg2 results not-so stacked togehter
sysuse auto, clear
ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
est store _ivreg2_price
ivreg2out _ivreg2_mpg _ivreg2_price
outreg2 using myfile, replace nor2 adds(r2, e(r2_1)) eqkeep(mpg)
outreg2 using myfile, nor2 adds(r2, e(r2_2)) eqkeep(price)

 

*** these are for the future reference (non-stacked)
 
* from stored estimates
sysuse auto, clear
ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
est store _ivreg2_price
outreg2 [*] using myfile, replace see
 
* cleaner column titles, can be used with ctitie( ) if so desired
sysuse auto, clear
ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
est store _ivreg2_price
est restore _ivreg2_mpg
outreg2 using myfile, replace
est restore _ivreg2_price
outreg2 using myfile, see
 
* by hand
sysuse auto, clear
reg mpg headroom trunk rep78 foreign
gen esample=e(sample)
outreg2 using myfile, replace
ivreg2 price headroom trunk (mpg=rep78 foreign) if esample, savefirst first
est store _ivreg2_price
outreg2 using myfile, see

 
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