Dear all,
I am trying to figure out how we can refer to a specific coefficient from the first-stage of ivreg2.
In particular, I am interested in the coefficient from the instrumental variable (for the case of one IV and one endogenous variable).
Consider, for example, running the following
sysuse auto
ivreg2 price (mpg = weight), first
If we want to recover the coefficient of 'mpg' from the second-stage, we can just run
di _b[mpg]
My point is how to recover the _b[weight] from the first-stage?
I know that we can recover, for example, the F-stat from the first stage by running
di e(first)[4,1]
So I was wondering whether we can recover the coefficient of _b[weight] in a similar fashion (instead of using 'savefirst' option or the 'est store').
Thank you!
Best regards,
Otavio
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