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Re: st: generating a word table including the first stage regression(s) with an iv-regression


From   Eric Booth <ebooth@ppri.tamu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: generating a word table including the first stage regression(s) with an iv-regression
Date   Tue, 7 Dec 2010 11:04:18 -0600

<>

Also, note that if you remove the "vce(cluster id) " from the -ivregress- statement, then the first stage in the -ivregress- matches the output for the -regress-
- 
- Eric

__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
ebooth@ppri.tamu.edu
Office: +979.845.6754


On Dec 7, 2010, at 10:53 AM, Eric Booth wrote:

> <>
> 
> This is close, but the 1st stage in the -ivregress- is slightly different than the standalone -regress-  I'm not sure if it's possible to manipulate the -regress- to match the first stage in -ivregress- :
> 
> *********!
> 
> webuse hsng2, clear
> g id = state
> 
> regress hsngval pcturban faminc, 
> est sto one
> ivregress 2sls rent pcturban (hsngval = faminc), vce(cluster id) first
> est sto two
> 
> outreg2 [one two] using test.doc, replace bdec(2) bfmt(f) sdec(7) sfmt(e)
> 
> **or using -estout- :
> estout one two,  cells(b se(par)) margin legend
> 
> *********!
> 
> - Eric
> __
> Eric A. Booth
> Public Policy Research Institute
> Texas A&M University
> ebooth@ppri.tamu.edu
> Office: +979.845.6754
> 
> 
> On Dec 7, 2010, at 5:34 AM, Leslie Neubecker wrote:
> 
>> Dear statalisters,
>> 
>> Is there a way to generate a word table of regression results including the first stage regression(s) with an iv-regression, such as
>> 
>> ivregress 2sls depvar controls (endog = instr), vce(cluster id) first?
>> 
>> Currently I am using outreg2, but that only includes the iv-regression, not the first stage regression in the tables.
>> 
>> Thanks in advance for your suggestions.
>> 
>> Best regards,
>> 
>> Leslie
>> 
>> 
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