<>
Ok, so one needs to
*************
net from http://greenspace.tulane.edu/kfinlay
*************
to get -ivtest-. Posters should always provide this information
themselves...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Martin Weiss
Gesendet: Dienstag, 10. Februar 2009 10:08
An: [email protected]
Betreff: AW: st: estout a matrix
<>
"I don't have -ivtest- so I cannot say much about it. I assume -ivtest-
returns some results in r(). The approach then is to grab these result
and add them to the stored estimated using -estadd-, so they can be
tabulated. How exactly you would do this depends on how -ivtest-
returns its results and how you want your table to look like."
Look at the last page of
http://www.tulane.edu/~economic/RePEc/pdf/tul0901.pdf for the returned
results...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ben Jann
Gesendet: Dienstag, 10. Februar 2009 10:00
An: [email protected]
Betreff: Re: st: estout a matrix
If you want to include the models beside one another in the same table
you have to save the models (using -eststo- or official -estimates
store-) and then tabulate them in one call, i.e. type
. 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
. eststo q2: ivreg2 lw s expr tenure rns smsa age mrt (iq=med kww), robust
. estout q1 q2, cells(b(star fmt(3)) se(par) ) stats(r2_a N widstat jp,
fmt(3))
I don't have -ivtest- so I cannot say much about it. I assume -ivtest-
returns some results in r(). The approach then is to grab these result
and add them to the stored estimated using -estadd-, so they can be
tabulated. How exactly you would do this depends on how -ivtest-
returns its results and how you want your table to look like.
ben
On Tue, Feb 10, 2009 at 12:25 AM, Nirina F <[email protected]> wrote:
> 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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