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re:st: generating a word table including the first stage regression(s)


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re:st: generating a word table including the first stage regression(s)
Date   Tue, 7 Dec 2010 21:37:54 -0500

<>
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.



--------------------------
sysuse auto, clear
// eststo, esttab from Ben Jann's estout (SSC)
eststo clear
// ivreg2 from Baum/Schaffer/Stillman (SSC)
eststo:ivreg2 price (mpg weight = turn length headroom) displacement, savefirst
est restore _ivreg2_mpg
eststo:est replay 
est restore _ivreg2_weight
eststo:est replay 
// use a filename with the proper extension to create a Word table
esttab 
----------------------------

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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