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  • Wald test of exogeneity and Prob > chi2 after IV probit

    Dear Statalist members,

    I have some questions and appreciate your help! I am combining different outcomes of different regression models in one single table. For this I used:
    Code:
    esttab probit melogit ivprobitunweight ivprobit, stats(cdf1 sstat1, labels("CD Wald F" "SW S stat."))
    or
    Code:
    estout probit melogit ivprobitunweight ivprobit  iv2sls, cells(b(star fmt(3)) t(par fmt(2))) stats(r2 N  chi2_exog, fmt(3 0))
    When I look at Stata window, I was looking for Wald test of exogeneity and rho (v1,v2) mainly. The first command shows empty lines for the CD Wald F & SW S stat.

    The second one gives me the following
    Click image for larger version

Name:	wald_rho_IV_weighted&unweighted.png
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ID:	1674301

    So, here, the rho2_1 is shown first for unweighted model and 2nd for the weighted one. I don't know why chi2_exog are not shown properly here, I had to insert their values into my combined results table by looking at their values following each respective regression, is there an easier way for showing them with significance levels/stars into my full output table?

    So, for example, here is the result following the weighted IV probit alone (I had to input the wald test exogeneity and prob > chi2 manually into my full table)- I'd like them to be shown with stars for convenient outlook
    Click image for larger version

Name:	wald2.png
Views:	1
Size:	18.4 KB
ID:	1674302


  • #2
    There is an illustration here in #2 if you ignore the context: https://www.statalist.org/forums/for...gression-table. For any code suggestions, present a reproducible example. estout is from SSC (FAQ Advice #12).

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