How can I get return list of estat endogenous after a 2sls?

[Bing Zhang]

Hello,everyone.I want to define results of extat endogenous to be a local.But I find that I can't get return list of estat endogenous,the code "return list" after "estat endogenous " is the return list of ivregress 2sls but not estat endogenous's list?I wonder if you can tell me how to get the return list of estat endogenous.
as an example:

----------------------- copy starting from the next line -----------------------

* Example generated by -dataex-. To install: ssc install dataex
clear
sysuse auto, clear
ivregress 2sls price i.rep78 (foreign = weight turn trunk),r
estat endogenous
return list
end

------------------ copy up to and including the previous line ------------------

[William Lisowski]

I am not able to reproduce your problem using Stata 16.0. In the output shown below, we see that the return list after ivregress is minimal, and the return list after estat endogenous contains precisely the numbers reported in the output of the command.

. sysuse auto, clear
(1978 Automobile Data)

. ivregress 2sls price i.rep78 (foreign = weight turn trunk), vce(robust)

Instrumental variables (2SLS) regression          Number of obs   =         69
                                                  Wald chi2(5)    =      15.49
                                                  Prob > chi2     =     0.0085
                                                  R-squared       =          .
                                                  Root MSE        =     3865.6

------------------------------------------------------------------------------
             |               Robust
       price |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
     foreign |   -7198.86    2574.32    -2.80   0.005    -12244.43   -2153.285
             |
       rep78 |
          2  |   1403.125   1212.252     1.16   0.247    -972.8455    3779.095
          3  |   2584.619   817.6752     3.16   0.002     982.0055    4187.233
          4  |    5106.43   1588.234     3.22   0.001     1993.548    8219.312
          5  |   7238.476   2562.574     2.82   0.005     2215.923    12261.03
             |
       _cons |     4564.5    261.276    17.47   0.000     4052.409    5076.591
------------------------------------------------------------------------------
Instrumented:  foreign
Instruments:   2.rep78 3.rep78 4.rep78 5.rep78 weight turn trunk

. return list

scalars:
              r(level) =  95

matrices:
              r(table) :  9 x 7

. estat endogenous

  Tests of endogeneity
  Ho: variables are exogenous

  Robust score chi2(1)            =  14.4689  (p = 0.0001)
  Robust regression F(1,62)       =  30.9344  (p = 0.0000)

. return list

scalars:
                 r(df) =  1
           r(regFdf_d) =  62
           r(regFdf_n) =  1
             r(p_regF) =  6.03713001520e-07
               r(regF) =  30.93441641935869
          r(p_r_score) =  .0001424965823318
            r(r_score) =  14.46885025107886

. about

Stata/SE 16.0 for Mac (64-bit Intel)
Revision 23 Aug 2019

[Bing Zhang]

I am not able to reproduce your problem using Stata 16.0. In the output shown below, we see that the return list after ivregress is minimal, and the return list after estat endogenous contains precisely the numbers reported in the output of the command.

. sysuse auto, clear
(1978 Automobile Data)

. ivregress 2sls price i.rep78 (foreign = weight turn trunk), vce(robust)

Instrumental variables (2SLS) regression Number of obs = 69
Wald chi2(5) = 15.49
Prob > chi2 = 0.0085
R-squared = .
Root MSE = 3865.6

------------------------------------------------------------------------------
| Robust
price | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
foreign | -7198.86 2574.32 -2.80 0.005 -12244.43 -2153.285
|
rep78 |
2 | 1403.125 1212.252 1.16 0.247 -972.8455 3779.095
3 | 2584.619 817.6752 3.16 0.002 982.0055 4187.233
4 | 5106.43 1588.234 3.22 0.001 1993.548 8219.312
5 | 7238.476 2562.574 2.82 0.005 2215.923 12261.03
|
_cons | 4564.5 261.276 17.47 0.000 4052.409 5076.591
------------------------------------------------------------------------------
Instrumented: foreign
Instruments: 2.rep78 3.rep78 4.rep78 5.rep78 weight turn trunk

. return list

scalars:
r(level) = 95

matrices:
r(table) : 9 x 7

. estat endogenous

Tests of endogeneity
Ho: variables are exogenous

Robust score chi2(1) = 14.4689 (p = 0.0001)
Robust regression F(1,62) = 30.9344 (p = 0.0000)

. return list

scalars:
r(df) = 1
r(regFdf_d) = 62
r(regFdf_n) = 1
r(p_regF) = 6.03713001520e-07
r(regF) = 30.93441641935869
r(p_r_score) = .0001424965823318
r(r_score) = 14.46885025107886

. about

Stata/SE 16.0 for Mac (64-bit Intel)
Revision 23 Aug 2019

thank you,sir.I found that I have confused ivregress and ivregress2