Dear STATA experts,
I re-downloaded the ivreg2 command and the version I have is 02.2.08.
I ran the command for the first stage results:
xi: ivreg2 y endovar x_1 x_2 x_k i.year (endovar=z1_instr) , first savefirst
where y is outcome variable, endovar is the endogenous variable, x_1 - x_k are controls and z1_instr is the instrument for endovar. i.year is for incorporating year dummies.
When I try to retrieve my first stage results by:
esttab _ivreg2_endovar, keep(_cons z1_instr x_1 x_2 x_k) order(_cons z1_instr x_1 x_2 x_k) b(3) se(3) r2 star(* 0.10 ** 0.05 *** 0.01)
I don't get the estimates. The reasons are following:
Unable to display first-stage estimates; macro e(first) is missing
Unable to display summary of first-stage estimates; macro e(first) is missing
It is the first time I am getting this issue. I have used the command several times in the past and everything went fine. I am not sure what to do. Is it due to some mistake I am making or there is some version issue?
I will highly appreciate some guidance.
Thank you.
Kind regards,
Mg
I re-downloaded the ivreg2 command and the version I have is 02.2.08.
I ran the command for the first stage results:
xi: ivreg2 y endovar x_1 x_2 x_k i.year (endovar=z1_instr) , first savefirst
where y is outcome variable, endovar is the endogenous variable, x_1 - x_k are controls and z1_instr is the instrument for endovar. i.year is for incorporating year dummies.
When I try to retrieve my first stage results by:
esttab _ivreg2_endovar, keep(_cons z1_instr x_1 x_2 x_k) order(_cons z1_instr x_1 x_2 x_k) b(3) se(3) r2 star(* 0.10 ** 0.05 *** 0.01)
I don't get the estimates. The reasons are following:
Unable to display first-stage estimates; macro e(first) is missing
Unable to display summary of first-stage estimates; macro e(first) is missing
It is the first time I am getting this issue. I have used the command several times in the past and everything went fine. I am not sure what to do. Is it due to some mistake I am making or there is some version issue?
I will highly appreciate some guidance.
Thank you.
Kind regards,
Mg
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