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st: RE: First stage F and estout
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: [email protected]
> [mailto:[email protected]] On Behalf Of
> Priydarshini Mahabir
> Sent: 02 March 2006 16:23
> To: [email protected]
> 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
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