Hope this helps.
Cheers,
Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
>
> Thank you,
> Orgul
>
>
>
> ivreg2 employ2 iqscore emot_beh_probx female black age age2
> unemploy large_board supervised ( jc_lag =ftera
> > tio2_lag jc_frequency_lag unemploy_lag large_board_lag
> supervised_lag)
>
> Instrumental variables (2SLS) regression
> ----------------------------------------
>
> Number
> of obs = 9872
> F( 10,
> 9861) = 26.64
> Prob >
> F = 0.0000
> Total (centered) SS = 928.85859
> Centered R2 = 0.0832
> Total (uncentered) SS = 1038
> Uncentered R2 = 0.1796
> Residual SS = 851.6069053 Root
> MSE = .29
>
> --------------------------------------------------------------
> ----------------
> employ2 | Coef. Std. Err. z P>|z|
> [95% Conf. Interval]
> -------------+------------------------------------------------
> ----------
> -------------+------
> jc_lag | .16047 .0785837 2.04 0.041
> .0064486 .3144913
> iqscore | .152207 .0266236 5.72 0.000
> .1000256 .2043884
> emot_beh_p~x | -.0373545 .0076995 -4.85 0.000
> -.0524452 -.0222639
> female | -.0284746 .0059677 - 4.77 0.000
> -.040171 -.0167781
> black | .0270993 .0063185 4.29 0.000
> .0147153 .0394833
> age | .085015 .020824 4.08 0.000
> .0442008 .1258292
> age2 | -.0115688 .0026788 - 4.32 0.000
> -.0168192 -.0063184
> unemploy | -.0109867 .0015856 -6.93 0.000
> -.0140944 -.007879
> large_board | -.032589 .0063096 -5.16 0.000
> -.0449556 -.0202223
> supervised | .0434213 .0097578 4.45 0.000
> .0242964 .0625463
> _cons | -.0438364 .0414937 -1.06 0.291
> -.1251626 .0374897
> --------------------------------------------------------------
> ----------------
> Sargan statistic (overidentification test of all
> instruments): 5.141
> Chi-sq(4)
> P-val = 0.27310
> --------------------------------------------------------------
> ----------------
> Instrumented: jc_lag
> Instruments: fteratio2_lag jc_frequency_lag unemploy_lag
> large_board_lag
> supervised_lag iqscore emot_beh_probx female
> black age age2
> unemploy large_board supervised
> --------------------------------------------------------------
> ----------------
>
> . overid
>
> Tests of overidentifying restrictions:
> Sargan N*R-sq test 5.141 Chi-sq(4) P-value = 0.2731
> Basmann test 5.136 Chi-sq(4) P-value = 0.2736
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
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