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  • ivreghdfe: saving first stage results and tests using outreg2

    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
    Last edited by Jala Youssef; 02 Nov 2023, 15:46.

  • #2
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      https://www.statalist.org/forums/forum/general-stata-discussion/general/1723649-export-the-output-of-first-stage-in-the-excel

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