Dear Statalist community,
I was wondering how to properly report 2SLS results in a regression table?
Normally when I report results from an OLS model, at the bottom of the results table (below my IVs and controls), I first have a line reporting the number of observations, and then finally the F-value.
However, for a 2SLS analysis, should one also report an F-value (or a counterpart of it) at the bottom of a regression table? Would it be possible to let me know what should be reported here ideally? I.e., what would be the counterpart for the F-value from OLS for a 2SLS regression run?
Using the "xtivreg" command, Stata reports a statistic called "Prob > chi2" on top of the regression output table (e.g., Prob > chi2 = 0.0006), right under the number "Wald chi2(19) = 45.56"
I was not fully sure what these two statistics mean. Are they the 2SLS counterpart to the F-value from OLS?
And, which term should one put in the regression table here for 2SLS? Should I also put the term “F-value” in the table here (just as I do for OLS)?
When I create the output table I use the Stata command "outreg2" including the option "addstat(F-value, e(p))", then the output table automatically reports the "0.0006" number from “Prob > chi2” under "F-value"?
Should one also add the result from "Wald chi2(19)" to the bottom of the regression table as well, as this number kind of seems to belong to the “Prob > chi2” figure?
Thanks so much for any help or insights on this issue,
Franz
I was wondering how to properly report 2SLS results in a regression table?
Normally when I report results from an OLS model, at the bottom of the results table (below my IVs and controls), I first have a line reporting the number of observations, and then finally the F-value.
However, for a 2SLS analysis, should one also report an F-value (or a counterpart of it) at the bottom of a regression table? Would it be possible to let me know what should be reported here ideally? I.e., what would be the counterpart for the F-value from OLS for a 2SLS regression run?
Using the "xtivreg" command, Stata reports a statistic called "Prob > chi2" on top of the regression output table (e.g., Prob > chi2 = 0.0006), right under the number "Wald chi2(19) = 45.56"
I was not fully sure what these two statistics mean. Are they the 2SLS counterpart to the F-value from OLS?
And, which term should one put in the regression table here for 2SLS? Should I also put the term “F-value” in the table here (just as I do for OLS)?
When I create the output table I use the Stata command "outreg2" including the option "addstat(F-value, e(p))", then the output table automatically reports the "0.0006" number from “Prob > chi2” under "F-value"?
Should one also add the result from "Wald chi2(19)" to the bottom of the regression table as well, as this number kind of seems to belong to the “Prob > chi2” figure?
Thanks so much for any help or insights on this issue,
Franz
