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st: Display of Shea's partial R^2 in ivreg2 output


From   "Tom Palmer" <Tom.Palmer@bristol.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Display of Shea's partial R^2 in ivreg2 output
Date   Fri, 26 Feb 2010 19:48:28 -0000 (GMT)

Dear Statalist,

I put the following query to the authors of -ivreg2-. I'm posting it here
so the answer can be shared on the list.

In previous versions of -ivreg2- when specifying the -first- or -ffirst-
options Shea's partial R^2 for the instruments was displayed in the output
like the following:

Summary results for first-stage regressions
-------------------------------------------

Variable    | Shea Partial R2 |   Partial R2    |  F(  1,  4792)    P-value
zlnfat9     |     0.0082      |     0.0082      |       39.83       0.0000


I'm not sure when the change was made but in the latest version (3.0.01)
the partial R^2 is no longer shown with these options. (I know it is still
available in the returned -e(first)- matrix.)

I find the partial R^2 very useful in comparing the strength of different
instruments so I was wondering if it would it be possible reintroduce the
display the partial R^2 in the output of future versions? (I accept typing
"mat list e(first)" after -ivreg2- is not too onerous!)

I also take this opportunity to thank you for an extraordinarily
comprehensive command.

best regards,

  Tom


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