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st: RE: RE: RE: -esttab- with ivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: RE: -esttab- with ivreg2
Date   Mon, 22 Oct 2012 22:01:26 +0100

Mike,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Michael Betz
> Sent: 22 October 2012 16:43
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: RE: -esttab- with ivreg2
> 
> Sorry the formatting ran my code together on one line. It should be
> corrected below.
> 
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Michael Betz
> Sent: Monday, October 22, 2012 11:05 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: -esttab- with ivreg2
> 
> Hi,
> 
> I'm trying to create a table of the first-stage results from an
instrumental
> variable regression using the user-written programs -ivreg2- and
-estout-. As
> far as I understand, you can replace the point estimates in the table
with
> contents in e() using the main option in esttab. -ivreg2- stores the
first stage
> results in e(first),

Not quite.  That's a matrix where -ivreg2- stores some basic first-stage
regression results and statistics.

If you want -ivreg2- to store the full Stata estimation from the first
stage regression for later use by -estout- or whatever, use the
-savefirst- option.  More details in the -ivreg2- help file.

Cheers,
Mark

> but I've having no luck getting -esttab- to put them in the
> table. Below is my code:
> 
> est clear
> 
> eststo _00: ivreg2 totpovrt00 totpovrt90 $mining90 $shchg90 $base90
$full90
> st_* (mtmscquan90_00=maxsr1) if arc==1, robust first
> 
> estadd scalar fstat =e(widstat)
> 
> esttab _00*, main(first) r2 starl(* 0.1 ** 0.05 *** 0.01) sca(fstat)
nogap
> nonum drop(st_*)
> 
> 
> Adding the scalar fstat works fine, but the table only reports the
second
> stage t-stats in parenthesis below an empty cell for the main table
results.
> Any thoughts?
> 
> Thanks,
> Mike
> 
> 
> 
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