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From | <C.A.Nascimento@lse.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Reporting IV first and second stages using outreg2 (with F test results |
Date | Thu, 31 Mar 2011 19:36:32 +0100 |
Dear all Hi, I am new to the list and happy to join it. I am with difficulties to use outreg2 in general but I have already learnt something. In one table, I want to report the two stages results of 3 different specifications of an IV regression. In another table, I want to compare the OLS and IV results of the mentioned 3 specifications (6 columns in total). In addition, I want to show the F test for the instrument in both tables. I managed to use "estimates store" to create the tables and also "savefirst" to report the first stage. However, I am stucked in adding the F test results in the case of the IV. Here is where I am: (example for the two stages IV with only one specification) ivreg2 cpi (obi= netusers) gdppc educger ciri_speech trade logpop dpi_mdmh dpi_eipc dpi_tf no_ufs, robust estimates store cpinetusers outreg2 using cpinetusers, seeout ivreg2 cpi (obi= netusers) gdppc educger ciri_speech trade logpop dpi_mdmh dpi_eipc dpi_tf no_ufs, robust savefirst est restore _ivreg2_obi outreg2 using cpinetusers, seeout The first column appears as the second stage - not really what I want. Finally, I am trying in many ways to include the F stat results to show the instrument is strong but I am not managing to use addstat. Best, Carlos Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/