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Re: st: estat firststage stata 11 does not show coefficients table anymore :S


From   "Brian P. Poi" <[email protected]>
To   [email protected]
Subject   Re: st: estat firststage stata 11 does not show coefficients table anymore :S
Date   Mon, 14 May 2012 10:39:17 -0500

On 05/14/2012 09:33 AM, FredVer wrote:

Dear all,

I am running an ivregress gmm regression, which is followed by estat
endogenous and estat firststage. The problem is that I do not get the
results anymore in stata 11 of coefficients... But in my research i want to
show the entire table, not just the first stage f-test values with p-value.

Does anyone knows what has changed compared to the output in stata 10?


FredVer,

In Stata 11, you should use the "first" option with -ivregress- to get the full table of first-stage coefficients.  Then -estat first- will give the F-statistic along with several R^2 measures:

. sysuse auto
. ivregress gmm mpg gear (turn = headroom length), first
. estat first

   -- Brian Poi
   -- [email protected]
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