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  • Displaying the first stage regression with formatting in esttab

    Is it possible to display both stages of 2sls in one column with the esttab command.
    If using the command: "ivprobit y x1 x2 x3, first" both stages show in one column but I am unaware of how to do it using ivregress2 or similar commands

  • #2
    ivprobit is a maximum likelihood (ML) estimator and ML estimators are usually single-step estimators (they estimate all parameters in one step). The trick is then to find an estimator that does both stages in one step, and indeed such estimators do exist.

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