Thursday, March 02, 2006

st: RE: First stage F and estout

Priya,

If you have one endogenous variable, and you want a robust first-stage F-statistic, then you can extract it from the saved -e(first)- matrix. Just do an -ivreg2- estimation, type -mat list e(first)-, and you'll see where the F-stat is saved.

Cheers, Mark

> -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of > Priydarshini Mahabir > Sent: 02 March 2006 16:23 > To: statalist@hsphsun2.harvard.edu > Subject: 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 > > Priya > > 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 > > > This message has been checked for viruses but the contents of > an attachment > may still contain software viruses, which could damage your > computer system: > you are advised to perform your own checks. Email > communications with the > University of Nottingham may be monitored as permitted by UK > legislation. > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


Tag:


Links to this post:

Create a Link



<< Home

This page is powered by Blogger. Isn't yours?