How to esttab the r-square from the first stage using ivreghdfe?

[Linghui Han]

Hi,

I want to export statistics from the first stage. By running the following code:

ivreghdfe y (x = z), a(id year) cl(id year id_year) first savefirst savefprefix(s1)
estadd scalar widstat1 = `e(widstat)': s1x
estadd scalar cdf1 = `e(cdf)': s1x
estadd scalar r2_a1 = `e(r2_a)': s1x
esttab s1x est1 using iv.tex, replace f b(3) se(3) ar2(3) label star(* 0.10 ** 0.05 *** 0.01) booktabs alignment(D{.}{.}{-1}) stats(widstat1 cdf1 N r2_a1 r2_a, labels("KP Wald F" "$\R^2$" "CD Wald F" "Obs. #" "$\R^2$")) sfmt(3)

I got the r2_a1 with the same number of the r-square from the second stage. How to get the r-square from the first stage?

Many thanks,
Linghui

[Linghui Han]

A correction:

estadd scalar cdf2 = e(cdf)

[Linghui Han]

Sorry, it seems that the original is correct.

[Andrew Musau]

estout and ivreghdfe are from SSC, as you are asked to explain (FAQ Advice #12). See #6: https://www.statalist.org/forums/for...-stage-outcome

[Linghui Han]

Thank you very much, Andrew Andrew Musau!