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RE: st: Saving first stage IV results
From
"Mafalda Sampaio" <[email protected]>
To
<[email protected]>
Subject
RE: st: Saving first stage IV results
Date
Tue, 2 Mar 2010 23:25:20 +0100
No, because the sample varies slightly. But I guess I solved the problem.
Thank you all!!
-----Mensagem original-----
De: [email protected]
[mailto:[email protected]] Em nome de Martin Weiss
Enviada: terça-feira, 2 de Março de 2010 23:17
Para: [email protected]
Assunto: RE: st: Saving first stage IV results
<>
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: [email protected]
[mailto:[email protected]] On Behalf Of Mafalda Sampaio
Sent: Dienstag, 2. März 2010 23:01
To: [email protected]
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: [email protected]
[mailto:[email protected]] Em nome de Christopher Baum
Enviada: terça-feira, 2 de Março de 2010 19:23
Para: [email protected]
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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