I want to add the value of the "Stock-Yogo weak ID test critical values: 10% maximal IV size" after ivreg2 but it is not reported. even after ivreg2, I check the "ereturn list" command but there is no specific command. also I want to add the report of f-test , which I recieve error. I appreciate any assistance you can provide.
Code:
*** Ftest table xtset weo_code year foreach v in "lngdpq" { forvalues i=0/0 { ivreg2 `v'_`i' (shock_l shock_h=shock_exl shock_exh) l(1/2)shock l(1/2)lngdpq i.weo_code i.year , cluster(weo_code) test shock_l -shock_h=0 matrix b= e(b) local sh_l = b[1,1]*0.10190582*100 matrix b= e(b) local sh_h = b[1,4]*0.10190582*100 outreg2 using myfile, replace label keep(shock_l shock_h l(1/2)shock l(1/2)lngdpq ) addstat(sh_l, `sh_l', sh_h, `sh_h',F-test, `r(F)' , p-value, `r(p)', Kleibergen-Paap_rk_Wald_F_statistic, `e(widstat)',Stock-Yogo weak ID 10%, `e( )' ) excel } }
Many thanks in advance.
Best regards,
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