I am instrumenting my governance variable with politics variables. However my code does not save the first stage results.
Code:
ivreg2 risk4_w (governance_pillar_score = president congress govenor) company_size_w earnings_smoothing_2_w leverage_w dividend_ratio_w research_development_ratio_w sales_growth_w tangability_ratio_w turnover_rate_w i.sic_2, partial (company_size_w earnings_smoothing_2_w leverage_w dividend_ratio_w research_development_ratio_w sales_growth_w tangability_ratio_w turnover_rate_w i.sic_2) endog(governance_pillar_score) cluster(company_code) first savefirst sfirst est store _ivreg2_risk4_w est restore _ivreg2_governance_pillar_score outreg2 using "IV-Regression", replace word tstat cttop(first) est restore _ivreg2_risk4_w outreg2 using "IV-Regression", cttop(second) word tstat
Code:
. est restore _ivreg2_governance_pillar_score estimation result _ivreg2_governance_pillar_score not found
0 Response to IV-Regression with ivreg2- Does not save first stage
Post a Comment