hello, i'm using ivreghdfe, and i'm interested in obtained predicted values of the endogenous variable from the first-stage regression using ivreghdfe
for example,
use http://fmwww.bc.edu/ec-p/data/wooldridge/mroz.dta, clear
ivreghdfe lwage exper expersq (educ=age kidslt6 kidsge6), first
yields first-stage regression of educ on all exogenous variables, from which it makes a prediction of educ (call it educ_hat) that is then used in the second-stage regression.
i'm curious if it's possible to create a variable educ_hat that is the first-stage regression predicted values.
i'd greatly appreciate your help, and happy new year!!
best,
john
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