help ivregress2

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Title

    ivregress2 -- Exports first and second-stage results similar to
                                ivregress.


Syntax

    ivregress2 estimator depvar [varlist1] (varlist2 = varlist_iv) [if]
          [in] [weight] [, options]


Description

    ivregress2 provides a fast and easy way to export both the
    first-stage and the second-stage results similar to ivregress, on
    which it is based.


Options

    ivregress2 accepts the syntax and the options for ivregress (circa
            Stata 11) with the following change:


        +----------------+
    ----+ Changed option +---------------------------------------------------

    first saves the estimates "first" and "second".


Examples

* export them (with table-making programs of your choice)

    ivregress2 2sls mpg weight (length=displacement), first
    est restore first
    outreg2 using myfile, cttop(first) replace
    est restore second
    estat firststage
    local fstat `r(mineig)'
    estat endogenous
    local p_durbin `r(p_durbin)'
    outreg2 using myfile, cttop(second) excel adds(IV F-stat, `fstat',
          Durbin pval, `p_durbin')

* You may fit 2SLS, LIML, GMM, etc. See ivregress.

    webuse hsng2, clear
    ivregress2 2sls rent pcturban (hsngval = faminc i.region), small
    ivregress2 liml rent pcturban (hsngval = faminc i.region)
    ivregress2 gmm rent pcturban (hsngval = faminc i.region)

* use version control to make it future-proof against Stata 13 and beyond

    version 12: ivregress2 2sls mpg weight (length=displacement), first


Resources

    ivregress postestimation
    estat endogenous perform tests of endogeneity
    estat firststage report "first-stage" regression statistics
    estat overid perform tests of overidentifying restrictions


Remarks

    This is actually an old program that I used personally. I hope this
          will put this issue to rest.

    Alternatively, hit the BREAK button or the red X button on Stata
          after the first-stage appears.  This solution should work with
          xtivreg and xtivreg2 also. See below for the original posting.

    http://www.stata.com/statalist/archive/2012-05/msg00885.html


Acknowledgements

    ivregress2 was cloned from the official ivregress. This is meant to
          be a supplement, not a replacement.  Thanks to Stata
          Corporation for their open-source programming.

    Etiology:
       2010/03/16 2:35PM CST   : ivregress2.ado prepared for personal use
       2012/05/21 6:15PM CST   : ivregress2.hlp prepared for public use
       2012/05/21 23:22:45 UTC : emailed to SSC
       2012/06/17 Unkown hour  : uploaded to SSC 27 days later, don't ask me
       2013/01/23 6:53PM CST   : ivregress2.hlp modified in response to inquiry
       2013/01/24 8:50AM CST   : ivregress2.hlp modified in response to Kit Bau
> m
        
    Incidentally, the difference between CST and UTC is 5 hours during DST.


Author

    Roy Wada
    roywada@hotmail.com