Code:
webuse womenwk ivprobit married children (age=education), first twostep
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Thursday, March 25, 2021
Saving first-stage F-statistic with -ivprobit, twostep-
I am running -ivprobit, twostep first- and want to capture the first-stage F-statistic. The e(return) list doesn't seem to save the F-value. Could someone suggest how to proceed? The dummy code is given below:
As a temporary 'hack', I am running OLS after ivprobit and capturing the F-statistic from there, but if there is a shortcut without using -reg-, it will be helpful.
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