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. webuse hsng2
(1980 Census housing data)
. ivregress 2sls rent pcturban (hsngval = faminc i.region), small
Instrumental variables (2SLS) regression
Source | SS df MS Number of obs = 50
-------------+------------------------------ F( 2, 47) = 42.66
Model | 36677.4033 2 18338.7017 Prob > F = 0.0000
Residual | 24565.7167 47 522.674823 R-squared = 0.5989
-------------+------------------------------ Adj R-squared = 0.5818
Total | 61243.12 49 1249.85959 Root MSE = 22.862
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rent | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
hsngval | .0022398 .0003388 6.61 0.000 .0015583 .0029213
pcturban | .081516 .3081528 0.26 0.793 -.5384074 .7014394
_cons | 120.7065 15.70688 7.68 0.000 89.10834 152.3047
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Instrumented: hsngval
Instruments: pcturban faminc 2.region 3.region 4.region
. outreg2 using d:\ols_5.doc, cttop(second) word adds(IV F-stat,`e(F)')
d:\ols_5.doc
dir : seeout
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