Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Adding IV 1st stage point estimate and F-stat to regression table using esttab

    Hello all,

    I am running two IV regressions. They both use the same instrument and controls, the only difference being the dependent variable. There is a single instrument

    I want to create a .tex table with the 2nd stage results, adding two extra rows to it: the first stage estimates, and the value of the 1st stage F-stat.

    My code so far does this:


    Code:
    use "dataset", clear
    local exp_shock exp_ss_b_2003
                        local imp_shock imp_ss_b_2003
                        local imp_price_shock ss_price_b_2003
                        
    
                        
                        replace `imp_price_shock' = _n
                        
    cap noi eststo m1: ///                    
                        ivreghdfe d_imp_tot_2007_2003  `exp_shock' ${weight_2003_b} ${flag_2003_b} (`imp_price_shock'= `imp_shock') ///
                        , absorb(sec2d) cluster(${ss_cluster_firm}) partial( ${weight_2003_b} ${flag_2003_b}) first savefirst savefprefix(st1)
                        
                        
                        quietly estadd local F1 `e(widstat)'  
                            local Fstat F1
                            
    cap noi eststo m2: ///                    
                        ivreghdfe d_imp_totHS6_2007_2003  `exp_shock' ${weight_2003_b} ${flag_2003_b} (`imp_price_shock'= `imp_shock') ///
                        , absorb(sec2d) cluster(${ss_cluster_firm}) partial( ${weight_2003_b} ${flag_2003_b}) first savefirst savefprefix(st1)
                        
                        
                        quietly estadd local F1 `e(widstat)'  
                            local Fstat F1
    
                            
                            
                    esttab m1 m2 /// 
                    using "${ss_trade_tabdir}test.tex", ///
                    se ar2 noconstant label compress booktabs ///
                    coef(exp_ss_b_2003 "control1" ss_price_b_2003 "iv") ///
                    keep(exp_ss_b_2003 ss_price_b_2003 ss_price_b_2003) /// 
                    s(N `Fstat'  `FE', label("N"   "F stat, 1st stage" "`FElabel'")) /// /
                    star(* 0.1 ** 0.05 *** 0.01)  replace
    I only know how to add the F-stat. When I add it, though, it is displayed in bad formatting - with 10 decimal places. How can I adjust that and additionally add the 1st stage estimates? Note that there is a single instrument, so it would be only one extra row on that part.

    Thanks a lot!

Working...
X