Not obtaining first-stage estimates with outreg2 after using xtivreg2

[Bruno Hoepers]

Hi all. I'm working on a paper with an economist. We have a dataset with census data for Brazilian municipalities for three decades.

We want to estimate the impact of three religious groups on municipal-level development using an instrumental variable model.

The models are ready and we want to organize the results in Table format using the command outreg2. We want to report the first-stage results using the command xtivreg2.

The problem: after estimating three models using xtivreg2 and running outreg2, we obtain second-stage outputs instead (Please find the code below).

Can someone help us identify the problem?

Thank you.

// Results in Table form //

// Main IV: perc_pop_catol
xi: xtivreg2 D_ln_r_rend_cap_med (perc_pop_catol = area_hec_grassland_perc precip_mil) ln_media_mor_por_dom ln_perc_razao_depend perc_tx_envelh perc_pop_urbana perc_analf ln_indice_theil ln_exp_anos_est_18anos perc_pop_branca ln_pop_total i.year, fe robust cluster(ibge_mun_code) first

est store FS_1

// Main IV: perc_pop_evang_trad
xi: xtivreg2 D_ln_r_rend_cap_med (perc_pop_evang_trad = area_hec_grassland_perc precip_mil) ln_media_mor_por_dom ln_perc_razao_depend perc_tx_envelh perc_pop_urbana perc_analf ln_indice_theil ln_exp_anos_est_18anos perc_pop_branca ln_pop_total i.year, fe robust cluster(ibge_mun_code) first

est store FS_2

// Main IV: perc_pop_evang_pent
xi: xtivreg2 D_ln_r_rend_cap_med (perc_pop_evang_pent = area_hec_grassland_perc precip_mil) ln_media_mor_por_dom ln_perc_razao_depend perc_tx_envelh perc_pop_urbana perc_analf ln_indice_theil ln_exp_anos_est_18anos perc_pop_branca ln_pop_total i.year, fe robust cluster(ibge_mun_code) first

est store FS_3

// Table with results from first-stage:
outreg2 [FS_1 FS_2 FS_3] using myfile_fs, word excel

[George Ford]

the first stage isn't stored in e(*). you'll have to re-run the first stage and store it.

[Bruno Hoepers]

Thank you George. I will work on that.

[George Ford]

I’ve posted the code a few times.