xtivreg, re first stage

[Dario Maimone Ansaldo Patti]

Dear All,

just a quick question. I run an IV panel data model with option re. I need to run some tests on some coefficients included in the first stage. Although I apply the option first, it seems to me that I cannot do what I what.

Is there any way to run test of hypotheses on the first stage?

Thanks in advance.

Dario

[George Ford]

See #4 on how to estimate the first stage.

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

[Dario Maimone Ansaldo Patti]

George Ford thanks for your reply. In the thread you suggested, the command iveeghsfe is used. I am estimating a re effect. Does it work also in that case?

[George Ford]

should.

after running the model, do

ereturn list

. Look there for what you need, and make sure you get the same results as the one's reported.