Goodmorning everyone,
I am trying to use the command esttab in the following way:
ivreg2 l_vkt_IH l_pop $Geographie2 $DivisionsRecensees $PopulationsPassees2 $Caracteristiques2 ///
year_1 year_2 year_3 (l_ln_km_IH = l_pix1835), cluster(msa)
estimate store reg1
ivreg2 l_vkt_IH l_pop $Geographie2 $DivisionsRecensees $PopulationsPassees2 $Caracteristiques2 ///
year_1 year_2 year_3 (l_ln_km_IH = l_rail1898), cluster(msa)
estimate store reg2
ivreg2 l_vkt_IH l_pop $Geographie2 $DivisionsRecensees $PopulationsPassees2 $Caracteristiques2 ///
year_1 year_2 year_3 (l_ln_km_IH = l_hwy1947), cluster(msa)
estimate store reg3
esttab reg1 reg2 reg3, b(4) r2(4) se star(* 0.1 ** 0.05 *** 0.01) ///
drop(year_1 year_2 year_3 _cons) sca(fstat) ///
title(Table 7 : VKT en fonction des kilometres de routes IH, 2SLS (1 instrument)) label nonumbers mtitle("Exploratoire" "Rail" "Autoroute") ///
addnote("Toutes les regressions incluent une constante et tous les controles. Les erreurs standards clusterees au niveau de la MSA sont reportees entre parentheses.") ///
indicate("Geographie = $Geographie2" "Division Recensees = $DivisionsRecensees" "Populations Passees = $PopulationsPassees2" "Caracteristiques socioeconomiques = $Caracteristiques2")
The output is the following:
Array
As you can see there are missing values for my fstat. Moreover, this fstat should be the fstat which is testing the endogenity of the instruments, in other words I want to know if my instruments are strong enough. I can see that above on the display there is a Weak identification test with the rk Wald F statistic, which could answer to my question, but how can I put this statistic in the table?
Thank you.
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