Is it possible to generate latex code for the first stage of xtivreg (Stata 14) using estout (or otherwise)?
By reading other related Q&A, it seems that xtivreg2 is the only option to programmatically produce latex for first stage estimation (rather than manually creating latex after each code run). Am I missing something?
The PROBLEM with xtivreg2 is:
produces DIFFERENT standard errors, p-values, and confidence interval compared to:
PS: I would appreciate it if Mark Schaffer or someone from Stata could shed light on the differences in their VCE estimators and the underlying assumptions.
PSS: The following discussion between Ariel Karlinsky and Emad Shehata seems relevant: http://www.statalist.org/forums/foru...ivreg-xtivreg2 ... Emad Shehata suggestion to use "small" still does not estimate the same SE (a point also noted by Emad Shehata) in the same thread ... finally, Ariel Karlinsky seems to imply without further references that xtivreg2 may have more accurate SE estimates
By reading other related Q&A, it seems that xtivreg2 is the only option to programmatically produce latex for first stage estimation (rather than manually creating latex after each code run). Am I missing something?
The PROBLEM with xtivreg2 is:
Code:
xtivreg , fe vce(robust)
Code:
xtivreg2 , fe robust
PSS: The following discussion between Ariel Karlinsky and Emad Shehata seems relevant: http://www.statalist.org/forums/foru...ivreg-xtivreg2 ... Emad Shehata suggestion to use "small" still does not estimate the same SE (a point also noted by Emad Shehata) in the same thread ... finally, Ariel Karlinsky seems to imply without further references that xtivreg2 may have more accurate SE estimates
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