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st: outreg2 combined with xtivreg2


From   "Giacomo PALLARO" <[email protected]>
To   [email protected]
Subject   st: outreg2 combined with xtivreg2
Date   Thu, 22 Aug 2013 15:52:02 +0200

Dear all,
I'm running on Stata 12 some IV regressions using xtivreg2 and I would like to print the results using outreg2.
The help file of xtivreg2 sends you to the help section of ivreg2, where you can find: 

The savefirst option requests that the individual first-stage regressions be saved for later access using the estimates command.  If saved, they can also be displayed using first or ffirst and the ivreg2 replay syntax.  The regressions are saved with the prefix "_ivreg2_", unless the user specifies an alternative prefix with the savefprefix(prefix) option.

Using ivreg2 with first savefirst options, I noticed that Stata generates a variable _est__ivreg2_varname. Then using the command "  outreg2 [_ivreg2_*]   " I'm able to export the first stage results correctly.
Unfortunately with xtivreg2 this doesn't occur. In particular no _est__xtivreg2_varname is generated, despite I get (similarly to ivreg2 case) this expression just before the first stage output of xtivreg2 

Stored estimation results
--------------------------------------------------------------------------------
        name    |     command      depvar       npar     title 
-------------------+-----------------------------------------------------------
_xtivreg2_~d  |      xtivreg2     L.notemplo~d    7  
--------------------------------------------------------------------------------

Am I wrong somewhere? Is it possible to export first stage results of xtivreg2 in this way? Are there other ways to do it using outreg2?

Thank you all in advance,
Giacomo



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