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st: First stage F and estout


From   "Priydarshini Mahabir" <lexpam@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: First stage F and estout
Date   Thu, 02 Mar 2006 16:23:07 +0000

Hi, 
I am using the following command to estimate a gravity model (panel data)

ivreg2 limp lgdpm lcapm lgdpx lcapx  ldist lareap landl island border comlang comcol colony iicor iecor (lhkchx= lhkchgdp ichcor ihkcor), first gmm robust cluster(pid)

I am tabulating the results using the estout command. 
 estout *, cells(b(star fmt(%9.3f)) se(par)) style (fixed) stats( r2 j jp idstat idp )

My question is how to get the first stage F statistic (test for excluded instruments)  in the table as well? When I include "F" within the stats( ), i only get the 2nd stage F stat. 

Is there any other command for tabulating regression results? Many thanks

Priya

Research Postgraduate
Leverhulme Centre for Research on Globalisation and Economic Policy
C42, School of Economics 
The University of Nottingham
University Park
Nottingham,
NG7 2RD
UK
Tel: + 44  (0)115 951 5870


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