how to report the value of "Stock-Yogo weak ID test critical values: 10% maximal IV size" after ivreg2 from outreg2

[Khati Zolfaghari]

hello dear all,
I want to add the value of the "Stock-Yogo weak ID test critical values: 10% maximal IV size" after ivreg2 but it is not reported. even after ivreg2, I check the "ereturn list" command but there is no specific command. also I want to add the report of f-test , which I recieve error. I appreciate any assistance you can provide.

*** Ftest table
xtset weo_code year
foreach v in "lngdpq"   {
forvalues i=0/0         {

ivreg2 `v'_`i' (shock_l shock_h=shock_exl shock_exh) l(1/2)shock l(1/2)lngdpq  i.weo_code i.year , cluster(weo_code)
test shock_l -shock_h=0
matrix b= e(b)
local sh_l = b[1,1]*0.10190582*100

matrix b= e(b)
local sh_h = b[1,4]*0.10190582*100

outreg2 using myfile, replace label keep(shock_l  shock_h l(1/2)shock l(1/2)lngdpq ) addstat(sh_l, `sh_l', sh_h, `sh_h',F-test, `r(F)' , p-value, `r(p)', Kleibergen-Paap_rk_Wald_F_statistic, `e(widstat)',Stock-Yogo weak ID 10%, `e(   )' )  excel
}
}

Many thanks in advance.


Best regards,

[Khati Zolfaghari]

Hello dear all,
I just share how to solve the issue of reporting the F test in the ivreg2. Basically, the results are based on "chi2". so, can report the report of the chi2 in this way.

xtset weo_code year 
foreach v in "lngdpq"   {
forvalues i=0/0         {

ivreg2 `v'_`i' (shock_l shock_h=shock_exl shock_exh) l(1/2)shock l(1/2)lngdpq  i.weo_code i.year, cluster(weo_code)
test shock_l-shock_h=0

matrix p= (r(p))
local p1=p[1,1]

matrix f=(r(chi2))
local f1=f[1,1]




outreg2 using myfile, replace label keep(shock_l  shock_h l(1/2)shock l(1/2)lngdpq ) addstat(sh_l, `sh_l', sh_h, `sh_h',F-test, `f1' , p-value, `p1', Kleibergen-Paap_rk_Wald_F_statistic, `e(widstat)')  excel 
}
}

I hope it helps everyone.


Best regards,