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Re: st: estat firststage stata 11 does not show coefficients table anymore :S
From
"Brian P. Poi" <[email protected]>
To
[email protected]
Subject
Re: st: estat firststage stata 11 does not show coefficients table anymore :S
Date
Mon, 14 May 2012 10:39:17 -0500
On 05/14/2012 09:33 AM, FredVer wrote:
Dear all,
I am running an ivregress gmm regression, which is followed by estat
endogenous and estat firststage. The problem is that I do not get the
results anymore in stata 11 of coefficients... But in my research i want to
show the entire table, not just the first stage f-test values with p-value.
Does anyone knows what has changed compared to the output in stata 10?
FredVer,
In Stata 11, you should use the "first" option with -ivregress- to get the full table of first-stage coefficients. Then -estat first- will give the F-statistic along with several R^2 measures:
. sysuse auto
. ivregress gmm mpg gear (turn = headroom length), first
. estat first
-- Brian Poi
-- [email protected]
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