st: RE: Getting e(b) from first-stage in ivregress or ivreg2

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Benjamin,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Benjamin Villena Roldan
> Sent: 13 August 2010 05:46
> To: Statalist
> Subject: st: Getting e(b) from first-stage in ivregress or ivreg2
> 
> 
> Hello,
> I'm estimating a large number of models using ivregress (or 
> ivreg2). I'd like to obtain a vector of coefficients from the 
> first stage as I obtain e(b) containing the coefficients from 
> the second stage. Do you know a procedure that works with 
> either ivregress or ivreg2?

ivreg2 has a -savefirst- option.  You can then access the first-stage
regressions with -estimates restore-.

Cheers,
Mark

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