outreg2 and xtivreg2 outputs from 1st model

[Peter Greer]

Hi everyone.

I'm having some problems getting the statistics from the xtivreg2 for the 1st model. I'm using the following code:

xtivreg2  y (x1=x1_instrument) x2 x3 , fe cluster(id) first savefprefix(column1)
outreg2 using "xtivreg2_test", tstat dec(3) adjr2 excel replace
est restore column1*
outreg2 using "xtivreg2test_1st", tstat dec(3) excel replace

Is there a way of getting the F-stats on the outreg2 output? Also, I'm not seeing the R2s of the model. Shouldn't it be shown when running the xtivreg2?
Can anyone help me with this?

Kind regards,
Peter

[Andrew Musau]

xtivreg2 and outreg2 are from SSC (FAQ Advice #12). You likely need to run the first-stage regression to obtain the F-statistic, as is the case with ivreg2, also from SSC (see #5: https://www.statalist.org/forums/for...-2sls-xtivreg2). Here you use xtreg in place of regress. The R-squared statistic has no meaning in IV regression, so it is best to avoid reporting it altogether. For more details, see https://www.stata.com/support/faqs/s...least-squares/.