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st: RE: AW: Can I produce a regression output with -outreg2- after -xtoverid2, noisily- ? and temporary names query.


From   "Kelvin Tan" <j.tan@business.uq.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: AW: Can I produce a regression output with -outreg2- after -xtoverid2, noisily- ? and temporary names query.
Date   Wed, 28 Oct 2009 20:16:16 +1000

Thanks Martin, 

I would like to have the regression output (especially the clustered standard errors in "Result 2" not those in "Result 1") in my -outreg2- file as shown below:

------------------------------------------------------------------------
------
             |               Robust
    __00000G |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
    __00000I |   .0134284   .0153607     0.87   0.382     -.016678
.0435348
    __00000R |  -.0022268   .0026627    -0.84   0.403    -.0074456
.002992
    __00000U |  -2.99e-06   .0000158    -0.19   0.851     -.000034
.0000281
    __00000E |   4.651151   .0101982   456.08   0.000     4.631163
4.671139
------------------------------------------------------------------------

I would also like to know if there is a way that I can change those temporary names (_00000I, _00000R, _00000U, 00000E) to label names (k, cap, rec, _cons) with -outreg2-.

Regards,
Kelvin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Wednesday, 28 October 2009 6:46 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: AW: Can I produce a regression output with -outreg2- after -xtoverid2, noisily- ? and temporary names query. 


<> 

Which additional part of "Results 2" do you want to see in your -outreg2-
file? The return list only gives you


scalars:
            r(estatdf) =  1
              r(estat) =  9.760027575966824
             r(estatp) =  .0017834723530583
                r(jdf) =  2
                 r(jp) =  .4366703186006444
                  r(j) =  1.657153576564876



and some of them are already present in your call to -outreg2-...


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Kelvin Tan
Gesendet: Mittwoch, 28. Oktober 2009 09:28
An: statalist@hsphsun2.harvard.edu
Betreff: st: Can I produce a regression output with -outreg2- after
-xtoverid2, noisily- ? and temporary names query. 

Dear All, 

I would like to know if I can produce a regression output with -outreg2-
in LaTeX after-xtoverid2, noisily cl(id)- command. When I ran the
following commands, I only managed to get the "Results 1" from -
xtivreg, re -  but not "Result 2" from -xtoverid, noisily cl(id)-. I
would also like to know if there is a command that I can use to change
the temporary names to my variable label names after xtoverid. Thanks in
advance. 

Commands:
net install xtoverid2,
from(http://www-personal.umich.edu/~nicholsa/stata)
webuse abdata, clear
xtivreg ys (k =  emp  wage  cap), re
xtoverid2, noisily cl(id)

outreg2 using myfile, tex bdec(3) tdec(2) alpha(0.001, 0.01, 0.05) label
ctitle(test)  adds("Endogeneity Pvalue", `r(estatp)', "FE vs RE",
`r(j)',"FE vs RE pvalue", `r(jp)' )

Results 1:
. xtivreg ys (k =  emp  wage  )  cap rec, re

G2SLS random-effects IV regression              Number of obs      =
1031
Group variable: id                              Number of groups   =
140

R-sq:  within  = 0.1177                         Obs per group: min =
7
       between = 0.0114                                        avg =
7.4
       overall = 0.0116                                        max =
9

                                                Wald chi2(3)       =
1.81
corr(u_i, X)       = 0 (assumed)                Prob > chi2        =
0.6128

------------------------------------------------------------------------
------
          ys |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
           k |   .0134284   .0131901     1.02   0.309    -.0124237
.0392805
         cap |  -.0022268   .0023298    -0.96   0.339    -.0067931
.0023395
         rec |  -2.99e-06   .0000183    -0.16   0.870    -.0000388
.0000328
       _cons |   4.651151   .0109388   425.20   0.000     4.629712
4.672591
-------------+----------------------------------------------------------
------
     sigma_u |  .03081492
     sigma_e |  .06537777
         rho |  .18177519   (fraction of variance due to u_i)
------------------------------------------------------------------------
------
Instrumented:   k
Instruments:    cap rec emp wage
------------------------------------------------------------------------
------

Results 2: 
. xtoverid2, noisily cl(id)

Unable to display summary of first-stage estimates; macro e(first) is
missing

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on id

Number of clusters (id) = 140                         Number of obs =
1031
                                                      F(  4,   139) =
4.8e+05
                                                      Prob > F      =
0.0000
Total (centered) SS     =  15.14467789                Centered R2   =
0.4729
Total (uncentered) SS   =  8408.096794                Uncentered R2 =
0.9991
Residual SS             =  7.983215092                Root MSE      =
.088

------------------------------------------------------------------------
------
             |               Robust
    __00000G |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
    __00000I |   .0134284   .0153607     0.87   0.382     -.016678
.0435348
    __00000R |  -.0022268   .0026627    -0.84   0.403    -.0074456
.002992
    __00000U |  -2.99e-06   .0000158    -0.19   0.851     -.000034
.0000281
    __00000E |   4.651151   .0101982   456.08   0.000     4.631163
4.671139
------------------------------------------------------------------------
------
Hansen J statistic (overidentification test of all instruments):
2.457
                                                   Chi-sq(1) P-val =
0.1170
-endog- option:
Endogeneity test of endogenous regressors:
0.127
                                                   Chi-sq(1) P-val =
0.7217
Regressors tested:    __00000I
------------------------------------------------------------------------
------
Instrumented:         __00000I
Included instruments: __00000R __00000U __00000E
Excluded instruments: __00000L __00000O
------------------------------------------------------------------------
------

Endogeneity test (like DWH test) of endogenous regressors: 
 
0.127
                                                   Chi-sq(1) P-val =
0.7217
Regressors tested: k

Test of overidentifying restrictions: 
Cross-section time-series model: xtivreg g2sls robust cluster(id)
Sargan-Hansen statistic   2.457  Chi-sq(1)    P-value = 0.1170


Regards,
Kelvin

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