Hello,
I am not very familiar with estout.
My questions are:
1-how do I put the matrix results from my ivtest below after my regressions?
2-When I use append, the second equation result is reported under the
first equation. I saw that I could do estout eq1 eq2 but that means I
have to also name the matrices from ivtest after eq2 differently to be
put under eq2?
. use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta
. eststo q1: ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt), robust
. ivtest, ci
Weak instrument robust tests and confidence sets for linear IV
H0: beta[lw:iq] = 0
---------------------------------------------------------------------------------------------------------------------
Test | Statistic p-value
95% Confidence Set
------+--------------------------------------------------------------------------------------------------------------
CLR | stat(.) = 57.03 Prob > stat = 0.0000
[-.257136,-.039481]
AR | chi2(4) = 91.35 Prob > chi2 = 0.0000
null set
LM | chi2(1) = 18.20 Prob > chi2 = 0.0000
[-.4880471,-.0349708] U [ .0093415, .0202192]
J | chi2(3) = 73.15 Prob > chi2 = 0.0000
LM-J | H0 rejected at 5% level
------+--------------------------------------------------------------------------------------------------------------
Wald | chi2(1) = 4.90 Prob > chi2 = 0.0269
[-.021772,-.001322]
---------------------------------------------------------------------------------------------------------------------
Note: Wald test not robust to weak instruments. LM-J confidence set
not available with closed-form estimation (use
usegrid option).
estout using ivequ.xls, cells(b(star fmt(3)) se(par) ) stats(r2_a N
widstat jp, fmt(3))
eststo q2: ivreg2 lw s expr tenure rns smsa age mrt (iq=med kww), robust
ivtest, ci
Weak instrument robust tests and confidence sets for linear IV
H0: beta[lw:iq] = 0
---------------------------------------------------------------------------------------------------------------------
Test | Statistic p-value
95% Confidence Set
------+--------------------------------------------------------------------------------------------------------------
CLR | stat(.) = 0.03 Prob > stat = 0.8628
[-.009783, .010634]
AR | chi2(2) = 2.62 Prob > chi2 = 0.2694
[-.0089519, .0099214]
LM | chi2(1) = 0.03 Prob > chi2 = 0.8673
[-.0100928, .0108969] U [ .1412529, 1.348119]
J | chi2(1) = 2.60 Prob > chi2 = 0.1072
LM-J | H0 not rejected at 5% level
------+--------------------------------------------------------------------------------------------------------------
Wald | chi2(1) = 0.05 Prob > chi2 = 0.8205
[-.008054, .010162]
---------------------------------------------------------------------------------------------------------------------
Note: Wald test not robust to weak instruments. LM-J confidence set
not available with closed-form estimation (use
usegrid option).
estout using ivequ.xls, append cells(b(star fmt(3)) se(par) )
stats(r2_a N widstat jp, fmt(3))
Thank you,
Nirina
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