savefirst

[Palla Vee]

Hello, I'm trying to output my first stage iv results. In stata, I tried to save the first stage results using savefirst but i get the error message "option savefirst not allowed"
This is my code:
xtivreg ltbr (L1.lwp2 L2.lwp2=L1.lbwp2 L2.lbwp2) t, first savefirst fe vce(cluster fips)

Any help will be much appreciated!

[Phil Bromiley]

Where did you get the idea that xtivreg has an option savefirst? When I searched the documentation, savefirst is not an option. Why would you image an option exists that does not appear in the documentation?

There may be other ways around this - you might run the first stage manually and check the results match the xtivreg first stage results (reported in the output window). Then you could save the manual run first stage results.