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  • Reporting First Stage Results

    Hello

    I am using TWO Stage least square and I have to report the first state results(coefficient and other impt statistics). How I can do this please How to add or amend the following code to report the first stage result


    set more off
    // Basic Model: OLS
    xi: reg lwage educ
    eststo b1
    // Basic Model: IV
    ivreg2 lwage (educ= age) ,first robust
    eststo b2


    esttab b1 b2

    esttab b1 b2 using "resultBASIC_1.rtf", replace ///
    cells(b(star fmt(%9.2f)) p(par fmt(%9.3f)) ) label ///
    starlevels(* 0.10 ** 0.05 *** 0.01) style(tex) ///
    stats(widstat jp N, fmt(%4.3f %4.3f %4.0f) label("KP (F-stat)" "P-value (J-Stat)"))


  • #2
    Code:
    cd S:/STATA/
    use auto, clear
    
    ivreg2 price mpg headroom (weight = length) , first robust savefirst
    eststo b2
    
    esttab _ivreg2_weight b2

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