Hi everyone,
I had a hard time figuring out how to store e(ar_cset) Anderson-Rubin Confidence Interval using weakiv commend. I am new to the Statalist. Any advice would be wonderful.
cap n xi: ivregress 2sls y (x=z) i.year i.country if e(sample), first robust
cap n weakivtest
cap n local F_weakiv=r(F_eff)
cap n weakiv, usegrid md //**
cap n local Ar=e(ar_cset) //** error
cap n estadd ysumm
cap n estadd scalar biv = `biv'
cap n estadd scalar seiv = `seiv'
cap n estadd scalar F_iv = `F_iv'
cap n estadd scalar F_weakiv=`F_weakiv'
cap n estadd scalar Ar=`Ar' //** error
n return list
cap n local ar_chi2=r(ar_chi2)
cap n local ar_p=r(ar_p)
cap n estadd scalar ar_chi2 = `ar_chi2'
cap n estadd scalar ar_p = `ar_p'
cap n estimates store tsls_`specname'
I tried to store e(ar_cset) using estadd, but it keeps showing me the error and saying invalid names...What I am trying to do is display Anderson-Rubin Confidence Interval on my result table along with other statistic results.
I had a hard time figuring out how to store e(ar_cset) Anderson-Rubin Confidence Interval using weakiv commend. I am new to the Statalist. Any advice would be wonderful.
cap n xi: ivregress 2sls y (x=z) i.year i.country if e(sample), first robust
cap n weakivtest
cap n local F_weakiv=r(F_eff)
cap n weakiv, usegrid md //**
cap n local Ar=e(ar_cset) //** error
cap n estadd ysumm
cap n estadd scalar biv = `biv'
cap n estadd scalar seiv = `seiv'
cap n estadd scalar F_iv = `F_iv'
cap n estadd scalar F_weakiv=`F_weakiv'
cap n estadd scalar Ar=`Ar' //** error
n return list
cap n local ar_chi2=r(ar_chi2)
cap n local ar_p=r(ar_p)
cap n estadd scalar ar_chi2 = `ar_chi2'
cap n estadd scalar ar_p = `ar_p'
cap n estimates store tsls_`specname'
I tried to store e(ar_cset) using estadd, but it keeps showing me the error and saying invalid names...What I am trying to do is display Anderson-Rubin Confidence Interval on my result table along with other statistic results.
