ivreg2 各种工具变量回归test的结果如何保存

请教论坛各位大神，ivreg2里面iv的各种检验的test的结果，比如underindentification/Hansen. J stat/ First-stage F值/ Chi-sq(1)（p value）可以直接输出吗？比如用outreg2？谢谢大神！

看 outreg2的example 9 里面的例子
如果ivreg2有保留值，可以直接导出
如果没有就自己计算导出

Example 9. Adding r( ) e( ) scalars

    Additional statistics may be added with addstat( ) or addtext( ).
    Values stored in macros r( ), e( ), or s( ) can be included directly.
    You can see what values are available by typing ereturn list or
    return list.

    To test the equality of two of the estimated coefficients and report
    the results in the table, note that test will sometimes return
    chi-squared, then you would instead use addstat(chi-square test,
    r(chi2)):


    reg mpg foreign weight length
    test foreign length
    outreg2 using myfile, adds(F-test, r(F), Prob > F, `r(p)') replace
    seeout

    To add results of lincom postestimation command to a table:

    sysuse auto, clear
    reg price mpg rep78 head
    lincom mpg + rep
    local tstat=r(estimate)/r(se)
    local pval = tprob(r(df), abs(`tstat'))
    outreg2 using "myfile", adds(joint, r(estimate), t-stat, `tstat',
          p-val,`pval') replace see

    In some cases it is better to save the value of a previously
    calculated statistic in a local macro and then put that into addstat(
    ):


    regress mpg rep78 headroom
    test rep78
    local F1 = r(F)
    test headroom
    outreg2 using 2test, addstat(Test1 F, `F1', Test2 F, `r(F)')


    If it is missing, outreg2 will automatically calculate e(p), which is
    presumably the F-test or chi-square-test of significance of a
    regression.


    outreg2 using myfile, addstat(F test, e(p))


    Another example would be to report a pseudo R-squared after a logit
    estimation, which outreg2 does not otherwise report.


    logit foreign price trunk weight
    outreg2 using myfile, addstat(Pseudo R-squared, `e(r2_p)')

求大神帮助啊。

蓝色 发表于 2017-2-6 22:46
看 outreg2的example 9 里面的例子
如果ivreg2有保留值，可以直接导出
如果没有就自己计算导出

谢谢

deniszzk 发表于 2017-2-6 22:09
求大神帮助啊。

请问你会添加Hansen. J stat了吗？

qingwa2016 发表于 2020-7-8 16:55
请问你会添加Hansen. J stat了吗？

ivreg2回归直接就有这个结果

小明jill 发表于 2020-8-17 16:28
ivreg2回归直接就有这个结果

请问

ivreg2和ivreg有何区别？