How to extract a first stage F stat in a seperate result file.

[kamalesh pahurkar]

After doing ivreghdfe or ivreg2, how can I save first stage F stat in a result file or any seperate text file? I want to do multiple iv regressions and save a fist stage F stat belonging to each regression at one place.

[Andrew Musau]

ivreg2 is from SSC (FAQ Advice #12). If I recall correctly, the first-stage F statistic is not stored, so you have to rerun the first stage regression separately - unless you are talking about the statistic from the F test of excluded instruments (see #6 of https://www.statalist.org/forums/for...-stage-outcome on how to rerun the first stage regression). Then after each regression, you may post the F-statistic to another frame.


Initially:

frame create stats float (F)

Then after running each first stage regression:

frame post stats (`e(F)')

and once you are done:

cwf stats
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