Export IVLASSO regression result to latex

[Jiajing Feng]

Hello!

I'm using stata to do IV with LASSO selected instruments. I use the following code to run the regression:

ivlasso cm ( i.edu i.region urban cost i.hc1 i.hc2 i.hc3 food_cons nfood_cons) (ir_part_any = dr5-drt25 dr_1015-dr2_0614 any_shock1014 all_shock1014 most_shock1014 any_shock0614 all_shock0614 most_shock0614 dr2_0612 any_shock0612 all_shock0612 most_shock0612) if female==1 & cost>0 & age>=18, cluster(id_geo_ex) first idstats

where cm is the outcome variable and ir_part_any is the endogenous variable.

Can anyone tell me how to export the result of this regression to latex? Thanks a lot!

Best,
Jiajing

[Kye Lippold]

I assume you are using the -ivlasso- command from SSC. The -esttab- command can export results to LaTeX--and ivlasso appears to be set up with a nice e(b) and e(V) matrix that will work well for esttab.

ssc install estout
sysuse auto, clear
ivlasso weight foreign (price)
esttab //just to see what the table will look like
esttab using myfile.tex, tex

Note that -esttab- has many, many options to format the output nicely. See its webpage at http://repec.org/bocode/e/estout/esttab.html for details.

[Jiajing Feng]

I assume you are using the -ivlasso- command from SSC. The -esttab- command can export results to LaTeX--and ivlasso appears to be set up with a nice e(b) and e(V) matrix that will work well for esttab.

ssc install estout
sysuse auto, clear
ivlasso weight foreign (price)
esttab //just to see what the table will look like
esttab using myfile.tex, tex

Note that -esttab- has many, many options to format the output nicely. See its webpage at http://repec.org/bocode/e/estout/esttab.html for details.

Thank you Kye! It worked. Do you know how to export only the first stage result from command ivlasso? I read the help file but couldn't find an answer...Thanks!

[Kye Lippold]

I'm not familiar with the ivlasso command, so this took a little digging. But it appears that while -ivlasso- does not post the first stage results to be readable by -ereturn-, it does keep the first stage results around under the estimation set named _ivlasso_[endogenous variable name]. So this approach works:

estimates clear
sysuse auto, clear
ivlasso weight gear (foreign = price mpg trunk turn), first 
est dir //note ivlasso saves estimation results for the first stage
esttab _ivlasso_foreign //this is the first stage
esttab _ivlasso_foreign using myfile.tex, tex

[Jiajing Feng]

I'm not familiar with the ivlasso command, so this took a little digging. But it appears that while -ivlasso- does not post the first stage results to be readable by -ereturn-, it does keep the first stage results around under the estimation set named _ivlasso_[endogenous variable name]. So this approach works:

estimates clear
sysuse auto, clear
ivlasso weight gear (foreign = price mpg trunk turn), first
est dir //note ivlasso saves estimation results for the first stage
esttab _ivlasso_foreign //this is the first stage
esttab _ivlasso_foreign using myfile.tex, tex

Thank you so much Kye! It worked