hello, everyone. i have some problem with the ivregress2 2sls ouput. the last command outreg2 was wrong, the stata 12.0 said " invalid syntax", but if delete the command "robust cluster(stock) ", then it's ok. i don't konw why, and i want to keep "robust cluster(stock)". please tell me how to revise the following command. thanks very much!
ivregress2 2sls mpg weight (length=displacement), robust cluster(stock) first
est restore first
outreg2 using myfile, cttop(first) replace
est restore second
estat firststage
local fstat `r(mineig)'
estat endogenous
local p_durbin `r(p_durbin)'
outreg2 using myfile, cttop(second) excel adds(IV F-stat, `fstat', Durbin pval, `p_durbin')
ivregress2 2sls mpg weight (length=displacement), robust cluster(stock) first
est restore first
outreg2 using myfile, cttop(first) replace
est restore second
estat firststage
local fstat `r(mineig)'
estat endogenous
local p_durbin `r(p_durbin)'
outreg2 using myfile, cttop(second) excel adds(IV F-stat, `fstat', Durbin pval, `p_durbin')
Comment