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

[Oleksandr Shepotylo <shepotil@econ.umd.edu>]

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: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> > Oleksandr Shepotylo
> > Sent: Friday, December 08, 2006 1:33 PM
> > To: statalist@hsphsun2.harvard.edu
> > 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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