Hello all,
I am trying to create a "Word.rtf". To contain a table that displays the output of (ivrege2) the first and second stages and post-estimation test results for the first and second stage using the -esttab- command. I have one instrument (instrument) and five output estimations (jbsat, sclfsato, sclfsat2, sclfsat1, and sclfsat7).
I want to create two tables of results. The first table show the first-stage estimation for all five estimations, including some post-estimation test results such as the Craig-Donald Wald F statistic and the Stock-Wright LM S statistic. However, I think Stata does not store first-stage regression, so I need help in creating this table.
The second table should illustrate the OLS estimation with 2sls estimation for all five outcome variables (to compare the second stage with OLS estimation ). I want the table to look like or similar to the one below:
I have tried some codes, but they did not give me what I wanted. Therefore, I need help in creating the tables or any suggestions on how to best illustrate the results.
I am trying to create a "Word.rtf". To contain a table that displays the output of (ivrege2) the first and second stages and post-estimation test results for the first and second stage using the -esttab- command. I have one instrument (instrument) and five output estimations (jbsat, sclfsato, sclfsat2, sclfsat1, and sclfsat7).
I want to create two tables of results. The first table show the first-stage estimation for all five estimations, including some post-estimation test results such as the Craig-Donald Wald F statistic and the Stock-Wright LM S statistic. However, I think Stata does not store first-stage regression, so I need help in creating this table.
The second table should illustrate the OLS estimation with 2sls estimation for all five outcome variables (to compare the second stage with OLS estimation ). I want the table to look like or similar to the one below:
I have tried some codes, but they did not give me what I wanted. Therefore, I need help in creating the tables or any suggestions on how to best illustrate the results.
Code:
**OLS estimation
eststo: xtreg jbsat wfh, fe cluster(pidp)
eststo: xtreg sclfsato wfh, fe cluster(pidp)
eststo: xtreg sclfsat2 wfh, fe cluster(pidp)
eststo: xtreg sclfsat1 wfh, fe cluster(pidp)
eststo: xtreg sclfsat7 wfh, fe cluster(pidp)
esttab using New_result1_Jan2024.rtf, n r2 ar2 se
** 2sls estimations
eststo: xtivreg2 jbsat (wfh = instrument), fe cluster(pidp) first
eststo: xtivreg2 sclfsato (wfh = instrument), fe cluster(pidp) first
eststo: xtivreg2 sclfsat2 (wfh = instrument), fe cluster(pidp) first
eststo: xtivreg2 sclfsat1 (wfh = instrument), fe cluster(pidp) first
eststo: xtivreg2 sclfsat7 (wfh = instrument), fe cluster(pidp) first
eststo: xtivreg2 jbsat (wfh = instrument), fe cluster(pidp) first savefirst savefprefix(s1)
estadd scalar r2 = ` e(r2)': s1wfh
estadd scalar cdf1 = `e(cdf)': s1wfh
estadd scalar sstat1 = `e(sstat)': s1wfh
esttab s1wfh est1, stats(r2 cdf1 sstat1, labels("CD Wald F" "SW S stat."))
esttab s1wfh est1 using myfile.rtf, stats(cdf1 sstat1, labels("CD Wald F" "SW S stat." " R2"))
