Re: st: Re: Outreg2, first stage regression results

[Christopher Baum <kit.baum@bc.edu>]

<>
As i run a iv-regression model i already made tables for the second stage
regression results with outreg2.

But! I also want to report my first stage regression results. But in stata
11 i can only can outreg the second stage results. Does anyone know how to
also table my first stage results?

command is now:


ivregress gmm dep loanas var1 var2 (endog = instr isntr), vce(cluster ID)
first
outreg2 variables using table_1, excel dec(4) paren(se) symbol(***,**,*)
replace

I don't use the user-written -outreg2-; I use Ben Jann's -estout- from SSC, but I imagine -outreg2- can handle this too.
In Baum/Schaffer/Stillman's -ivreg2- (latest version on SSC), you can reproduce -ivregress- results exactly, and there
are options to save the first stage regressions as a separate set of estimates. So using the abdata dataset:

eststo clear
eststo: ivreg2 n (w k ys = L(1/2).(w k ys)) year, first savefirst savefprefix(alpha)
esttab alphaw alphak alphays est1

will tabulate both the FSRs and the 2SLS regression result in one table.

Kit


Kit Baum   |   Boston College Economics & 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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