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st: RE: First stage F and estout


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: First stage F and estout
Date   Thu, 2 Mar 2006 16:58:13 -0000

Priya,

If you have one endogenous variable, and you want a robust first-stage
F-statistic, then you can extract it from the saved -e(first)- matrix.
Just do an -ivreg2- estimation, type -mat list e(first)-, and you'll see
where the F-stat is saved.

Cheers,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Priydarshini Mahabir
> Sent: 02 March 2006 16:23
> To: statalist@hsphsun2.harvard.edu
> Subject: st: First stage F and estout
> 
> 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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