Thursday, March 02, 2006

st: First stage F and estout

Hi, I am using the following command to estimate a gravity model (panel data)

ivreg2 limp lgdpm lcapm lgdpx lcapx ldist lareap landl island border comlang comcol colony iicor iecor (lhkchx= lhkchgdp ichcor ihkcor), first gmm robust cluster(pid)

I am tabulating the results using the estout command. estout *, cells(b(star fmt(%9.3f)) se(par)) style (fixed) stats( r2 j jp idstat idp )

My question is how to get the first stage F statistic (test for excluded instruments) in the table as well? When I include "F" within the stats( ), i only get the 2nd stage F stat.

Is there any other command for tabulating regression results? Many thanks


Research Postgraduate Leverhulme Centre for Research on Globalisation and Economic Policy C42, School of Economics The University of Nottingham University Park Nottingham, NG7 2RD UK Tel: + 44 (0)115 951 5870

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