CODEWITHSUNDEEP
regressionstata
user42459
user42459

Reputation: 915

Publication-style output for 1st stage coefficients and R2 of ivregress

I am running the following in Stata:

eststo: ivregress 2sls y (x=z)  control  [aw=weight], cluster(cluster) first 
esttab using file.tex, b(%9.3f) se(%9.3f) r2(%9.8f) replace

This produces a publication-style table for 2nd stage. However, what should I do to do that for 1st stage? I need coefficients and R^2.

I am fine with using any command for publication-style output - it doesn't need to be esttab.

I tried ivregress2 but it did not work:

 _iv_vce_wrk():  3001  expected 21 arguments but received 20
 <istmt>:     -  function returned error

Upvotes: 1

Views: 2212

Answers (1)

user8682794
user8682794

Reputation:

You just need to run the first stage separately:

webuse hsng2, clear
eststo clear

regress hsngval pcturban faminc i.region
eststo

ivregress 2sls rent pcturban (hsngval = faminc i.region), first
eststo

Which then produces:

esttab, r2(2) mtitles("First Stage" "Second Stage")

--------------------------------------------
                      (1)             (2)   
              First Stage    Second Stage   
--------------------------------------------
pcturban            182.2          0.0815   
                   (1.58)          (0.27)   

faminc              2.731***                
                   (4.01)                   

1.region                0                   
                      (.)                   

2.region          -5095.0                   
                  (-1.24)                   

3.region          -1778.1                   
                  (-0.44)                   

4.region          13413.8**                 
                   (3.31)                   

hsngval                           0.00224***
                                   (6.82)   

_cons            -18671.9           120.7***
                  (-1.56)          (7.93)   
--------------------------------------------
N                      50              50   
R-sq                 0.69            0.60   
--------------------------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001

Upvotes: 5

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