RE: st: RE: outreg2 combined with xtivreg2

["Giacomo PALLARO" <giacomo.pallaro@studenti.unipd.it>]

Mark, 
thank you so much fot your time! The solution you proposed works correctly!
With a few adjustments I have made my original code work, too.
Have a nice day!
Best regards,
Giacomo


On Thu, 29 Aug 2013 12:29:23 +0000, "Schaffer, Mark E" said:
> 
> Giacomo,
> 
> Thanks for the example.  It looks like you are using the wrong syntax for 
> -outreg2-.  The syntax of -outreg2- is
> 
> 	outreg2 [varlist]
> 
> What you are inserting for [varlist] is the name of the saved first-stage 
> estimation results, whereas I think this is supposed to refer to the 
> variables you want in the table.
> 
> In any case, it's quite easy to get -outreg2- to do what you want it to do.
> 
> In the example, instead of
> 
> webuse abdata, clear
> xtivreg2 n (ys = w k), first savefirst fe
> outreg2 [_xtivreg2_ys] using prova2, replace
> 
> -restore- the results first:
> 
> webuse abdata, clear
> xtivreg2 n (ys = w k), first savefirst fe
> est restore _xtivreg2_ys
> outreg2 using prova2, replace
> 
> Works for me, should work for you too.
> 
> --Mark
> 
> > -----Original Message-----
> > From: Giacomo PALLARO [mailto:giacomo.pallaro@studenti.unipd.it]
> > Sent: 29 August 2013 06:40
> > To: statalist@hsphsun2.harvard.edu
> > Subject: RE: st: RE: outreg2 combined with xtivreg2
> > 
> > Dear Mr. Schaffer,
> > thank you for your reply and forgive me if I was not clear in my question.
> > Continuing your example:
> > 
> > ivreg2 n (ys = w k), first savefirst
> > 
> > OLS estimation
> > --------------
> > ------------------------------------------------------------------------------
> > ys | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> > -------------+----------------------------------------------------------------
> > w | .0069317 .0111403 0.62 0.534 -.0149286 .028792
> > k | .0038175 .0019351 1.97 0.049 .0000203 .0076147
> > _cons | 4.617914 .0351991 131.19 0.000 4.548844 4.686985
> > ------------------------------------------------------------------------------
> > 
> > let's run now
> > 
> > outreg2 [_ivreg2_ys] using prova, replace
> > 
> > we get exactly the first stage results
> > 
> > (1)
> > _ivreg2_ys
> > VARIABLES	ys
> > 
> > w	0.00693
> > (0.0111)
> > k	0.00382**
> > (0.00194)
> > Constant	4.618***
> > (0.0352)
> > 
> > Observations	1,031
> > R-squared	0.004
> > Standard errors in parentheses
> > *** p<0.01, ** p<0.05, * p<0.1
> > 
> > 
> > 
> > My problem is not here, it is on the use of xtivreg2.
> > 
> > xtivreg2 n (ys = w k), first savefirst fe
> > 
> > ------------------------------------------------------------------------------
> > ys | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> > -------------+----------------------------------------------------------------
> > w | -.106388 .0311445 -3.42 0.001 -.1675134 -.0452626
> > k | .1702418 .0119891 14.20 0.000 .1467115 .1937722
> > ------------------------------------------------------------------------------
> > 
> > 
> > . outreg2 [_xtivreg2_ys] using prova2, replace
> > variable _est__xtivreg2_ys not found
> > r(111);
> > 
> > 
> > This problem still remain even after est restore or est replay.
> > Stata tells me to store results in _xtivreg2_ys, but outreg2 doesn't 
> access to
> > them since, as you noted, the _est_ variable is not generated.
> > 
> > How can I get, using outreg2 after xtivreg2, similar results with respect 
> to those
> > produced using ivreg2?
> > 
> > Thank you for your attention,
> > Best regards
> > Giacomo
> > 
> > Università degli Studi di Padova
> > 
> > 
> > 
> > 
> > -----Original Message-----
> > From: Schaffer, Mark E
> > Sent: 27 August 2013 22:02
> > To: 'statalist@hsphsun2.harvard.edu'
> > Subject: RE: outreg2 combined with xtivreg2
> > 
> > Giacomo,
> > 
> > I'm not sure exactly what the problem is.
> > 
> > I tried using the savefirst option with both ivreg2 and xtivreg2. In both cases,
> > the first-stage regressions were saved and I could replay them 
> or restore them.
> > 
> > For example, using the abdata set, after
> > 
> > webuse abdata, clear
> > ivreg2 n (ys = w k), savefirst
> > xtivreg2 n (ys = w k), savefirst fe
> > 
> > when I say
> > 
> > est dir
> > 
> > I get
> > 
> > -------------------------------------------------------------------------
> > name | command depvar npar title
> > -------------+----------------------------------------------------------
> > -------------+-
> > _ivreg2_ys | ivreg2 ys 3 First-stage regression: ys
> > _xtivreg2_ys | xtivreg2 ys 2
> > -------------------------------------------------------------------------
> > 
> > I can use est replay or est restore with either of these saved results. So 
> I don't
> > see what the problem is.
> > 
> > I do note the discrepancy in terms of variables in memory. As you note, the
> > saved first-stage estimation with ivreg2 creates an esample() variable:
> > 
> > storage display value
> > variable name type format label variable label
> > -------------------------------------------------------------------------------------------------------
> > -----
> > _est__ivreg2_ys byte %8.0g esample() from estimates store
> > 
> > And savefirst with xtivreg2 does not create a corresponding variable.
> > 
> > I would need to check, but this is probably because xtivreg2 uses
> > preserve/restore and newly created variables get lost when the original dataset
> > is restore-d at the end.
> > 
> > But I don't see what this has to do with "exporting first stage results".
> > 
> > --Mark
> > 
> > > -----Original Message-----
> > > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > > statalist@hsphsun2.harvard.edu] On Behalf Of Giacomo PALLARO
> > > Sent: 22 August 2013 14:52
> > > To: statalist@hsphsun2.harvard.edu
> > > Subject: st: outreg2 combined with xtivreg2
> > >
> > > 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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> 
> ----- 
> Sunday Times Scottish University of the Year 2011-2013
> Top in the UK for student experience
> Fourth university in the UK and top in Scotland (National Student Survey 2012)
> 
> We invite research leaders and ambitious early career researchers 
> to 
> join us in leading and driving research in key inter-disciplinary themes. 
> Please see www.hw.ac.uk/researchleaders for further information and how
> to apply.
> 
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
> 
>