RE: st: Saving first stage IV results

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Aren`t your two first stages exactly the same?


***
use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76, clear
xi i.year
ivreg2 lw s expr tenure rns smsa _I* (iq=med kww age mrt), savefirst
savefp(first)
ivreg2 lw80 s expr tenure rns smsa _I* (iq=med kww age mrt), savefirst
savefp(second)
esttab firstiq secondiq
***


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mafalda Sampaio
Sent: Dienstag, 2. März 2010 23:01
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: Saving first stage IV results

Thanks. The problem is that it only saves the first stage estimates of the
last ivreg estimation. If I do, for example, two estimates:

Ivreg y1 x1 (x2 = x3), savefprefix(first)
Ivreg y2 x1 (x2 = x3), savefprefix(first)

Estout first only list the last ones.. 

Any way to construct a table where each column is the first stage of each of
the ivreg I perform?

-----Mensagem original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Em nome de Christopher Baum
Enviada: terça-feira, 2 de Março de 2010 19:23
Para: statalist@hsphsun2.harvard.edu
Assunto: re: st: Saving first stage IV results

<>
Is there a way of saving into a .csv file the first stage of a set of IV
regressions (for many dependent variables), either:

- In a separate table than the second stage?

OR

- In such a way that for each dependent variable there are two columns, one
for the 1st stage and other for the 2nd?


-ivreg2- on SSC can save the FSRs as sets of estimates, which can then be
combined with the 2SLS estimates using, e.g., -estout- from SSC.

Kit Baum   |   Boston College Economics and DIW Berlin   |
http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |
http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |
http://www.stata-press.com/books/imeus.html


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