Testing Significance of coefficient during first stage (reg3 - 3SLS)

[John Riveros]

Greetings, I am wondering how can I perform the test of joint significance of a set of instruments during the different first stages using reg3. For example, after reg we would type test x1=x2=0 and obtain the result, but I don't know how to access the first stage of the 3SLS using reg3.

[Andrew Musau]

You can use regress to reproduce the first-stage regressions.

[Joro Kolev]

As Andrew says the first stage of Three Stage Least Squares (-reg3-) are just separate regressions.

More specifically the first stage is a multivariate regression -mvreg-, which might be needed if across equations restrictions are to be tested. Otherwise -regress- would do for within equation restrictions.