st: RE: Reporting IV first and second stages using outreg2 (with F test results

[Nick Cox <n.j.cox@durham.ac.uk>]

-outreg2- is a user-written program from SSC. Please remember to specify where user-written programs you refer to come from. 

It is maintained by Roy Wada, who is not a member of the list. 

If you do not receive an answer from one of the users of -outreg2- on the list, I recommend that you contact Roy directly.

Nick 
n.j.cox@durham.ac.uk 

C.A.Nascimento@lse.ac.uk

I am new to the list and happy to join it. I am with difficulties to
use outreg2 in general but I have already learnt something. In one
table,  I want to report the two stages results of 3 different
specifications of an IV regression. In another table, I want to compare
the OLS and IV results of the mentioned 3 specifications (6 columns in
total). In addition, I want to show the F test for the instrument in
both tables. I managed to use "estimates store" to create the tables and
also "savefirst" to report the first stage. However, I am stucked in
adding the F test results in the case of the IV. Here is where I am:
(example for the two stages IV with only one specification)

ivreg2 cpi (obi= netusers)   gdppc  educger  ciri_speech trade logpop
dpi_mdmh dpi_eipc dpi_tf no_ufs, robust

estimates store cpinetusers


outreg2 using cpinetusers, seeout


ivreg2 cpi (obi= netusers)   gdppc  educger  ciri_speech trade logpop
dpi_mdmh dpi_eipc dpi_tf no_ufs, robust savefirst

est restore _ivreg2_obi

outreg2 using cpinetusers, seeout


The first column appears as the second stage - not really what I want.

Finally, I am trying in many ways to include the F stat results to show
the instrument is strong but I am not managing to use addstat.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/