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Re: st: generating a word table including the first stage regression(s) with an iv-regression
From
Eric Booth <[email protected]>
To
<[email protected]>
Subject
Re: st: generating a word table including the first stage regression(s) with an iv-regression
Date
Tue, 7 Dec 2010 11:04:18 -0600
<>
Also, note that if you remove the "vce(cluster id) " from the -ivregress- statement, then the first stage in the -ivregress- matches the output for the -regress-
-
- Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
[email protected]
Office: +979.845.6754
On Dec 7, 2010, at 10:53 AM, Eric Booth wrote:
> <>
>
> This is close, but the 1st stage in the -ivregress- is slightly different than the standalone -regress- I'm not sure if it's possible to manipulate the -regress- to match the first stage in -ivregress- :
>
> *********!
>
> webuse hsng2, clear
> g id = state
>
> regress hsngval pcturban faminc,
> est sto one
> ivregress 2sls rent pcturban (hsngval = faminc), vce(cluster id) first
> est sto two
>
> outreg2 [one two] using test.doc, replace bdec(2) bfmt(f) sdec(7) sfmt(e)
>
> **or using -estout- :
> estout one two, cells(b se(par)) margin legend
>
> *********!
>
> - Eric
> __
> Eric A. Booth
> Public Policy Research Institute
> Texas A&M University
> [email protected]
> Office: +979.845.6754
>
>
> On Dec 7, 2010, at 5:34 AM, Leslie Neubecker wrote:
>
>> Dear statalisters,
>>
>> Is there a way to generate a word table of regression results including the first stage regression(s) with an iv-regression, such as
>>
>> ivregress 2sls depvar controls (endog = instr), vce(cluster id) first?
>>
>> Currently I am using outreg2, but that only includes the iv-regression, not the first stage regression in the tables.
>>
>> Thanks in advance for your suggestions.
>>
>> Best regards,
>>
>> Leslie
>>
>>
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