I'm using ivprobit with Stata 14 and I think I discovered a bug. There is the option "first" to display the first stage regression results, and the documentation says "The default is not to show these parameter estimates".

I think in the ML case (the default), it shows the first stages results:

Code:
use https://stats.idre.ucla.edu/stat/stata/dae/binary.dta, clear
ivprobit admit (gre=gpa) i.rank 
esttab
produces

Code:
. esttab

----------------------------
                      (1)   
                    admit   
----------------------------
admit                       
gre               0.00501***
                   (4.16)   

1.rank                  0   
                      (.)   

2.rank             -0.363   
                  (-1.87)   

3.rank             -0.617** 
                  (-2.82)   

4.rank             -0.763** 
                  (-2.97)   

_cons              -2.967***
                  (-3.91)   
----------------------------
gre                         
1.rank                  0   
                      (.)   

2.rank             -5.055   
                  (-0.31)   

3.rank             -34.56*  
                  (-2.08)   

4.rank             -25.86   
                  (-1.38)   

gpa                 117.2***
                   (8.37)   

_cons               207.0***
                   (4.12)   
----------------------------
/                           
athrho2_1          -0.418*  
                  (-2.47)   

lnsigma2            4.659***
                 (131.78)   
----------------------------
N                     400   
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
whereas the 2-step case with

Code:
estimates clear
ivprobit admit (gre=gpa) i.rank, twostep
esttab
reports only the second stage, as promised:
Code:
. esttab

----------------------------
                      (1)   
                    admit   
----------------------------
gre               0.00545***
                   (3.32)   

1.rank                  0   
                      (.)   

2.rank             -0.395   
                  (-1.91)   

3.rank             -0.671** 
                  (-2.99)   

4.rank             -0.831** 
                  (-3.16)   

_cons              -3.230** 
                  (-3.17)   
----------------------------
N                     400   
----------------------------
t statistics in parentheses
* p<0.05, ** p<0.01, *** p<0.001
Or am I doing something wrong? What would be a workaround?