export the output of first-stage in the excel

[Khati Zolfaghari]

Hello dear all,
I work in panel data and try to export the first and second stage in excel. but I can only export the second stage.

----------------------- copy starting from the next line -----------------------

* Example generated by -dataex-. For more info, type help dataex
clear
input float lGDP_PC_REAL_PPP double(shock instrument) long REG_ID2 double year
        .                      0                0 1 1990
        .                      0                0 1 1991
        .                      0                0 1 1992
        .                      0                0 1 1993
        .                      0                0 1 1994
        .                      0                0 1 1995
        .                      0                0 1 1996
        .                      0                0 1 1997
        .                      0                0 1 1998
        .                      0                0 1 1999
10.260042                      0                0 1 2000
10.273222                      0                0 1 2001
10.307752                      0                0 1 2002
 10.32065                      0 8.44299030303955 1 2003
10.355614                      0                0 1 2004
10.341162                      0                0 1 2005
10.350286                      0                0 1 2006
 10.38727                      0                0 1 2007
 10.38307                      0                0 1 2008
 10.36445    .047485727816820145 8.44299030303955 1 2009
  10.3917                      0                0 1 2010
10.415712                      0                0 1 2011
 10.44074 .000051514729420887306 8.44299030303955 1 2012
10.445143                      0                0 1 2013
10.446596                      0 8.44299030303955 1 2014
10.456137                      0                0 1 2015
 10.47161                      0 8.44299030303955 1 2016
10.506327                      0                0 1 2017
10.513226                      0                0 1 2018
        .                      0                0 1 2019
        .                      0                0 2 1990
        .                      0                0 2 1991
        .                      0                0 2 1992
        .                      0                0 2 1993
        .                      0                0 2 1994
        .                      0                0 2 1995
        .                      0                0 2 1996
        .                      0                0 2 1997
        .                      0                0 2 1998
        .                      0                0 2 1999
10.487573                      0                0 2 2000
 10.48243                      0                0 2 2001
 10.48841                      0                0 2 2002
 10.49662                      0 8.44299030303955 2 2003
10.533055                      0                0 2 2004
10.533322                      0                0 2 2005
10.564732                      0                0 2 2006
10.610587                      0                0 2 2007
10.625587                      0                0 2 2008
10.578547    .047485727816820145 8.44299030303955 2 2009
10.591572                      0                0 2 2010
 10.61771                      0                0 2 2011
10.620815 .000051514729420887306 8.44299030303955 2 2012
10.614622                      0                0 2 2013
10.618322                      0 8.44299030303955 2 2014
 10.62162                      0                0 2 2015
10.629295                      0 8.44299030303955 2 2016
10.656435                      0                0 2 2017
 10.68389                      0                0 2 2018
        .                      0                0 2 2019
        .                      0                0 3 1990
        .                      0                0 3 1991
        .                      0                0 3 1992
        .                      0                0 3 1993
        .                      0                0 3 1994
        .                      0                0 3 1995
        .                      0                0 3 1996
        .                      0                0 3 1997
        .                      0                0 3 1998
        .                      0                0 3 1999
11.020496                      0                0 3 2000
 11.03114                      0                0 3 2001
11.042217                      0                0 3 2002
11.028125                      0 8.44299030303955 3 2003
11.027865                      0                0 3 2004
 11.03292                      0                0 3 2005
11.058323                      0                0 3 2006
11.071346                      0                0 3 2007
11.082542                      0                0 3 2008
11.053268    .047485727816820145 8.44299030303955 3 2009
 11.06139                      0                0 3 2010
11.068215                      0                0 3 2011
 11.05189 .000051514729420887306 8.44299030303955 3 2012
11.035276                      0                0 3 2013
 11.01735                      0 8.44299030303955 3 2014
11.003665                      0                0 3 2015
11.015855                      0 8.44299030303955 3 2016
 11.00649                      0                0 3 2017
11.018416                      0                0 3 2018
        .                      0                0 3 2019
        .                      0                0 4 1990
        .                      0                0 4 1991
        .                      0                0 4 1992
        .                      0                0 4 1993
        .                      0                0 4 1994
        .                      0                0 4 1995
        .                      0                0 4 1996
        .                      0                0 4 1997
        .                      0                0 4 1998
        .                      0                0 4 1999
end
label values REG_ID2 REG_ID2
label def REG_ID2 1 "AT11", modify
label def REG_ID2 2 "AT12", modify
label def REG_ID2 3 "AT13", modify
label def REG_ID2 4 "AT21", modify

------------------ copy up to and including the previous line ------------------

Listed 100 out of 15167 observations
Use the count() option to list more

.

and

forvalues i = 0/4{ 

ivreghdfe f`i'.lGDP_PC_REAL_PPP (shock=instrument) l(1/2)shock l(1/2)lGDP_PC_REAL_PPP, absorb(i.REG_ID2 i.year) cluster(REG_ID2) first 

outreg2 using iv_lGDP_PC_REAL_PPP.xls, append label keep( shock l(1/2).shock l(1/2).lGDP_PC_REAL_PPP)   bdec(3) cdec(3) stats(coef se) addstat(Kleibergen-Paap_rk_LM_statistic, `e(idstat)', p-value, `e(idp)', Kleibergen-Paap_rk_Wald_F_statistic, `e(widstat)')  
}

I appreciate receiving your help.

Best,

[George Ford]

asdoc ivreghdfe, works

Or this for a more traditional outreg2 view.

 
 sysuse auto, clear  capture program drop res2doc program res2doc eststo second  //store the second-stage results eststo first: reghdfe `e(instd)' `e(exexog)' `e(inexog)' , absorb(`e(absvars)') cluster(`e(absvars)') //run and store the first-stage outreg2 [first second] using myresults, word replace see  end  ivreghdfe price weight headroom (mpg = foreign) , absorb(rep78) cluster(rep78) first res2doc

[Khati Zolfaghari]

@ George Ford thanks for your reply.

I try also to follow https://www.statalist.org/forums/for...om-first-stage
and try to add the F-test to the table also:

clear all


forvalues i = 0/4{ 

ivreghdfe f`i'.lGDP_PC_REAL_PPP (shock=instrument) l(1/2)shock l(1/2)lGDP_PC_REAL_PPP, absorb(i.REG_ID2 i.year) cluster(REG_ID2) first
g sample_`i' = e(sample)
local excluded= e(exexog)
reghdfe `e(instd)' `e(insts)' if sample_`i', absorb(`e(absvars)')
test `excluded'

outreg2  using iv.xls, append   stats(coef se)


}

best regards,

[George Ford]

sysuse auto, clear

capture program drop res2doc
program res2doc
eststo second  //store the second-stage results
local add: di %5.3f `e(widstat)'
di `add'
eststo first: reghdfe `e(instd)' `e(exexog)' `e(inexog)' , absorb(`e(absvars)') cluster(`e(absvars)') //run and store the first-stage
outreg2 [first second] using myresults, addtext(Ftest IV = `add') word replace see 
end

ivreghdfe price weight headroom (mpg = foreign) , absorb(rep78) cluster(rep78) first
res2doc

[Khati Zolfaghari]

@George Ford thanks for your reply.


Best regards.

[Varsha Vaishnav]

Hello George,

How can we add the p-value to the Kleibergen-Paap Wald rk F statistic you have added to the table? I'm not able to locate its p-value in the stored results.

Thank you.

[George Ford]

sysuse auto, clear

capture program drop res2doc
program res2doc
eststo second  //store the second-stage results
local add: di %5.3f `e(widstat)'
local add2: di %5.3f `e(idp)'
eststo first: reghdfe `e(instd)' `e(exexog)' `e(inexog)' , absorb(`e(absvars)') cluster(`e(absvars)') //run and store the first-stage
outreg2 [first second] using myresults, addtext(Ftest IV = `add' [prob = `add2'] ) word replace  
end

ivreghdfe price weight headroom (mpg = foreign) , absorb(rep78) cluster(rep78) first
res2doc

[Varsha Vaishnav]

Thank you, George.