Hi everyone,
I am undertaking a 2SLS regression using ivreghdfe command. I would like to export the following to my results file: the first stage results, the F test of the first stage, the second stage results, and the Sargan test of overidentification p-value.
Please find below my code (which only exports the second stage results):
ivreghdfe y c1 c2 c3 c4 ( endogvar = instrument1 instrument2), absorb( country year sector) first savefirst
outreg2 using "$temp_dir\2slsresult.xls"
I would be grateful if you could advise.
Many thanks in advance.
Jala
I am undertaking a 2SLS regression using ivreghdfe command. I would like to export the following to my results file: the first stage results, the F test of the first stage, the second stage results, and the Sargan test of overidentification p-value.
Please find below my code (which only exports the second stage results):
ivreghdfe y c1 c2 c3 c4 ( endogvar = instrument1 instrument2), absorb( country year sector) first savefirst
outreg2 using "$temp_dir\2slsresult.xls"
I would be grateful if you could advise.
Many thanks in advance.
Jala
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