Yes, you can. The trick is to use e(sample) to make sure
you are using the same sample. Just remember that the
first-stage must include all right-hand side variables,
including the instruments.
Incidently, this will work with -ivreg- as well.
** for random effects
sysuse auto, clear
xtivreg headroom (rep78=gear turn) trunk length, i(foreign) first
reg rep78 trunk length gear turn if e(sample)==1
outreg2 using myfile, replace
xtivreg (rep78=gear turn) headroom trunk length, i(foreign)
outreg2 using myfile, sortvar(rep78) see
*** for fixed effects
sysuse auto, clear
xtivreg headroom (rep78=gear turn) trunk length, i(foreign) first fe
xtreg rep78 trunk length gear turn if e(sample)==1, fe
outreg2 using myfile, replace
xtivreg (rep78=gear turn) headroom trunk length, i(foreign)
outreg2 using myfile, sortvar(rep78) see
I am using outreg2 to import the results of stata. However, I have
noticed that outreg2 does not include the regressions from the first
estimation (reduced form with the instruments). It only presents the
main equation.
I have tried the option onecol but it does not work either.
Is there a solution to this?
Thank you
Ana
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