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st: RE: RE: ivreg2 Shea partial R2 and other stats with estout


From   Oleksandr Shepotylo <[email protected]>
To   [email protected]
Subject   st: RE: RE: ivreg2 Shea partial R2 and other stats with estout
Date   Fri, 08 Dec 2006 17:41:04 +0200

Mark,

Thank you for help. I found how to use estout to get Anderson corr stat, and Anderson-Rubin stat. I still can not figure out how to present Shea's partial R2. After I run ivreg2, it is stored in the first raw of e(first), 6x1 vector, under the name sheapr2:

. matrix list e(first)

e(first)[6,1]
wva
sheapr2 .51326825
pr2 .51326825
F 20.266726
df 12
df_r 144
pvalue 2.368e-25


I have tried

eret2 scalar partr2=ereturn(first[_sheapr2])

but there is obviously something wrong with that expression

Schaffer, Mark E wrote:

Oleksandr,


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Oleksandr Shepotylo
Sent: Friday, December 08, 2006 1:33 PM
To: [email protected]
Subject: st: ivreg2 Shea partial R2 and other stats with estout

Hi statalist,

I use ivreg2 to estimate several models and estout to put my results in a nice table. I would like to include some statistics from the first stage - Shea's partial R2, Anderson canon. corr. likelihood ratio stat., Anderson-Rubin test of joint significance of endogenous regressors - in the table. Unfortunately, they are not included in ereturn list, so I do not know how to do this.

Any ideas on how to do this?
Ben Jann's -estadd- or -eret2- should help you do what you want.

Cheers,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert



Best,

Oleksandr Shepotylo


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