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  • First Stage F Statistics ivreg2



    Hello

    I am trying to use the following code to report the first stage results , I am unable to get the First Stage F-Statistics results in the output. what I am missing please.


    eststo:ivreg2 child_mortality ${child_vars} (PM2_5 = night_inversions), first savefirst savefprefix(first) saverf saverfprefix(reduced)
    cap estadd scalar cdf1 = `e(cdf)': s1pm
    cap estadd scalar sstat1 = `e(sstat)': s1pm
    esttab first* using motherworked,replace star(* 0.10 ** 0.05 *** 0.01) b(%8.2g) stats(cdf1 sstat1 r2 widstat N, labels( "CD Wald F" "SW S stat." "R-squared" "First Stage F-Statistics" "N"))



    data please

    clear
    input float(child_mortality male_child birth_order birth_weight birth_weight_record twin child_age pregnancy_duration PM2_5 night_inversions)
    0 0 10 909 0 1 20 25 27 1
    0 0 9 862 0 1 7 30 14 0
    0 0 5 684 0 0 11 29 88 1
    0 1 3 997 0 0 26 27 18 1
    0 0 9 828 0 0 34 27 39 1
    0 0 5 155 0 0 32 28 37 1
    0 0 2 602 1 0 10 25 60 0
    0 1 9 692 1 0 5 33 13 1
    0 1 2 387 0 1 21 28 61 0
    0 1 7 396 1 0 12 31 86 0
    0 1 8 303 0 1 10 27 12 0
    1 0 2 804 1 1 11 27 95 0
    1 1 9 116 1 0 31 30 44 1
    1 0 9 201 1 1 6 27 71 0
    0 1 5 325 1 0 3 26 68 0
    0 0 1 284 0 1 5 27 97 1
    0 0 3 435 0 0 17 32 31 1
    0 0 4 140 0 0 19 33 9 0
    0 1 10 697 1 1 33 27 2 0
    0 1 2 769 1 1 18 28 69 0
    0 0 6 496 1 1 11 28 66 1
    0 1 5 352 0 1 21 29 55 1
    1 1 6 120 1 1 16 27 23 1
    0 0 2 845 1 1 1 27 25 1
    0 1 9 327 0 0 7 34 75 1
    0 0 5 376 0 1 31 30 37 0
    0 0 6 29 0 1 17 33 35 1
    0 1 10 315 0 0 31 25 85 0
    0 1 7 264 1 0 31 28 41 0
    1 1 2 144 0 0 12 30 48 1
    0 1 8 556 0 1 15 29 99 0
    0 1 5 287 0 1 10 25 94 0
    0 1 5 924 0 1 30 27 75 1
    0 1 4 305 0 0 21 31 4 1
    0 0 8 129 1 0 1 26 36 1
    1 1 5 244 1 0 36 27 8 0
    0 1 5 662 0 1 6 32 28 0
    0 1 8 685 0 1 6 30 18 0
    0 0 10 210 0 0 18 25 83 1
    1 0 3 978 1 1 33 30 1 0
    0 0 6 546 1 1 10 32 5 1
    0 1 5 930 0 1 28 29 19 0
    0 0 8 995 1 0 15 32 7 1
    1 1 1 729 1 0 18 27 93 1
    0 0 9 379 0 1 12 29 56 1
    0 1 10 392 1 0 25 33 11 1
    0 1 7 351 1 0 25 31 70 1
    0 0 4 730 0 1 1 29 68 0
    1 1 2 653 1 0 33 26 41 1
    0 0 7 321 1 0 28 25 23 0
    0 0 4 510 0 0 12 29 1 1
    0 1 9 828 1 1 30 26 54 1
    0 1 6 439 1 1 9 29 74 1
    1 1 3 609 0 0 30 25 92 0
    0 1 1 221 0 0 33 28 51 0
    0 0 2 788 0 1 32 32 98 0
    0 1 7 505 1 0 1 27 90 1
    0 0 8 772 1 1 8 26 94 0
    1 0 3 419 0 0 28 25 48 0
    0 0 3 491 1 1 14 25 61 0
    0 1 5 821 0 1 33 28 78 0
    0 1 7 318 0 0 25 27 49 1
    0 1 4 564 1 1 20 28 41 0
    0 0 5 682 0 0 1 30 10 0
    0 0 4 771 1 0 6 25 37 1
    0 0 8 663 1 1 29 26 56 1
    1 0 5 587 0 0 20 29 62 1
    0 0 8 188 0 0 12 29 57 1
    0 1 9 196 1 0 20 33 61 1
    0 0 1 662 0 1 4 27 49 1
    0 0 9 666 0 0 19 29 40 0
    0 0 9 821 1 1 13 30 62 1
    0 0 7 329 1 0 11 33 92 1
    1 0 5 380 0 0 19 32 71 1
    1 1 3 596 0 0 36 31 7 0
    0 1 8 616 1 1 11 29 56 1
    0 0 1 788 1 0 33 26 55 1
    0 1 8 725 0 0 33 30 51 1
    0 1 8 512 0 0 19 30 75 0
    0 1 8 510 1 0 29 25 13 0
    0 0 6 374 1 1 9 27 89 1
    1 1 5 576 1 0 6 27 32 0
    0 1 6 677 0 0 30 25 6 1
    0 1 4 704 0 0 14 26 38 0
    0 1 10 886 1 0 20 26 36 0
    0 0 8 472 0 0 27 27 56 1
    0 0 4 706 0 0 35 26 100 1
    0 0 3 124 1 1 25 25 47 0
    1 0 3 837 0 0 30 25 56 1
    0 0 3 353 1 1 17 34 93 1
    0 0 9 711 0 1 15 33 77 1
    0 1 9 45 1 0 3 34 40 0
    0 1 2 406 1 1 7 27 33 1
    0 1 5 113 0 1 4 34 2 1
    0 1 9 441 1 0 26 27 19 1
    0 0 5 78 1 1 20 33 22 0
    1 0 9 58 0 1 11 28 20 1
    0 0 2 138 1 1 2 28 25 1
    0 1 2 240 0 0 22 26 56 0
    0 1 4 906 0 1 29 25 62 1
    end
    [/CODE]


  • #2
    Andrew Musau Please

    Comment


    • #3
      See #6: https://www.statalist.org/forums/for...-stage-outcome

      Comment


      • #4
        Thanks I have followed this post but its not working for me please
        This code I have generated by the help of the post in #3

        eststo:ivreg2 child_mortality ${child_vars} (PM2_5 = night_inversions), first savefirst savefprefix(first) saverf saverfprefix(reduced)
        cap estadd scalar cdf1 = `e(cdf)': s1pm
        cap estadd scalar sstat1 = `e(sstat)': s1pm
        esttab first* using motherworked,replace star(* 0.10 ** 0.05 *** 0.01) b(%8.2g) stats(cdf1 sstat1 r2 widstat N, labels( "CD Wald F" "SW S stat." "R-squared" "First Stage F-Statistics" "N"))

        Comment


        • #5
          Andrew Musau Please

          Comment


          • #6
            Code:
            eststo m1: ivreg2 child_mortality ${child_vars} (PM2_5 = night_inversions), first savefirst savefprefix(first) saverf saverfprefix(s1)
            cap estadd scalar cdf1 = `e(cdf)': s1PM2_5
            cap estadd scalar sstat1 = `e(sstat)': s1PM2_5
            qui reg `e(instd)' `e(insts)' if e(sample)
            estadd scalar F1 =  `=e(F)': s1PM2_5
            esttab s1PM2_5 m1 using motherworked, replace star(* 0.10 ** 0.05 *** 0.01) b(%8.2g) stats(cdf1 sstat1 r2 F1 N, labels( "CD Wald F" "SW S stat." "R-squared" "First Stage F-Statistics" "N"))
            Last edited by Andrew Musau; 11 Apr 2023, 09:20.

            Comment


            • #7
              @Andrew Musau
              Thanks

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