Testing Roy's solution for using outreg2 in combination with ivreg2
(thx again to Roy) I was wondering if it just me or if outreg2 !does!
behave kind of weird in combination with Stata 11. I had no problems
using outreg2 with Stata 10, after changing to Stata 11 things like
"Please hit Enter to continue" keep popping up in my stata output and
the "seeout" option is not behaving as it used to do.
Viele Grüße
Christian
On Wed, Sep 2, 2009 at 10:58 AM, Roy Wada<[email protected]> wrote:
>> I was wondering if there is any way to use outreg2 in combination with
>> ivreg2 (or perhaps ivreg) to report the "standard" 2SLS Output (First
>> stage regression in the top rows of the first column, second stage
>> regression in the bottom of the second stage regression).
>>
>> Chris
>
> This keeps coming back like the night of living dead. Beyond what
> was answered by Martin's answer, Chris is asking to stack the results.
>
> It probably makes sense to report the results of ivreg/ivreg2/ivregress
> as a multi-equation estimation. For various reasons this has never been
> done.
>
> The following codes will make a multi-equation output out of -ivreg2, savefirst-.
> It probably should be sent to ssc or internalized into outreg2. Note that
> this program, -ivreg2out-, can be used with other table-making programs.
>
> Roy
>
> *! ivreg2out 0.9 [email protected]
> prog define ivreg2out, eclass
> version 8.0
> qui {
> args one two
> local name1=subinstr("`one'","_ivreg2_","",1)
> local name2=subinstr("`two'","_ivreg2_","",1)
> est restore `one'
> mat b1=e(b)
> mat V1=e(V)
> matrix coleq b1 = `name1'
> matrix coleq V1 = `name1'
> local r2_first=e(r2)
> est restore `two'
> mat b2=e(b)
> mat V2=e(V)
> matrix coleq b2 = `name2'
> matrix coleq V2 = `name2'
> mat b=b1,b2
> mat v1=vecdiag(V1)
> mat v2=vecdiag(V2)
> mat v=v1,v2
> mat V=diag(v)
> local r2_second=e(r2)
> local N=e(N)
> eret post b V
> eret scalar N=`N'
> eret scalar r2_1=`r2_first'
> eret scalar r2_2=`r2_second'
> eret loc eqnames= "`name1' `name2'"
> eret loc depvar= "`name1' `name2'"
> }
> end
>
>
> *** ivreg2 results stacked togehter
> sysuse auto, clear
> ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
> est store _ivreg2_price
> ivreg2out _ivreg2_mpg _ivreg2_price
> outreg2 using myfile, replace long nor2 adds("r2 first", e(r2_1), "r2 second", e(r2_2))
>
> *** ivreg2 results not-so stacked togehter
> sysuse auto, clear
> ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
> est store _ivreg2_price
> ivreg2out _ivreg2_mpg _ivreg2_price
> outreg2 using myfile, replace nor2 adds(r2, e(r2_1)) eqkeep(mpg)
> outreg2 using myfile, nor2 adds(r2, e(r2_2)) eqkeep(price)
>
>
>
> *** these are for the future reference (non-stacked)
>
> * from stored estimates
> sysuse auto, clear
> ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
> est store _ivreg2_price
> outreg2 [*] using myfile, replace see
>
> * cleaner column titles, can be used with ctitie( ) if so desired
> sysuse auto, clear
> ivreg2 price headroom trunk (mpg=rep78 foreign), savefirst first
> est store _ivreg2_price
> est restore _ivreg2_mpg
> outreg2 using myfile, replace
> est restore _ivreg2_price
> outreg2 using myfile, see
>
> * by hand
> sysuse auto, clear
> reg mpg headroom trunk rep78 foreign
> gen esample=e(sample)
> outreg2 using myfile, replace
> ivreg2 price headroom trunk (mpg=rep78 foreign) if esample, savefirst first
> est store _ivreg2_price
> outreg2 using myfile, see
>
>
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