CODEWITHSUNDEEP
rfixest
sdg
sdg

Reputation: 432

What is the easiest way to get the first stage F-statistic from an feols model?

I am trying to extract the first stage F-statistic from an IV model run using feols in R. My ultimate goal is to report the statistic in a table exported using etable. What is the best way to do this?

Upvotes: 1

Views: 2752

Answers (1)

sdg
sdg

Reputation: 432

Figured it out. The name of the first-stage F statistic is "ivf", and can be accessed via the fitstat function.

Example:

reg = feols(Sepal.Length ~ 1 | Sepal.Width ~ Petal.Width, data=iris)
# get the first-stage F statistic
fitstat(reg, "ivf")

# produce a table that includes the first-stage F statistic
etable(reg, fitstat='ivf')

Upvotes: 4

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