问题描述
我想报告我的两阶段最小二乘回归法两个阶段的结果,但是观星者的输出只给了我第二阶段的结果.
I want to report the results of both stages of my Two-Stage Least Square Regression but stargazer output only gives me the second stage.
我已经用R中的ivreg命令计算了两阶段最小二乘回归.这是我的代码:
I have calculated a Two-Stage Least Square Regression with the ivreg command in R.This is what my code looks like:
ivmodel1 <- ivreg(Y ~ X + W1 + W2 + W3 + W4 | W1 + W2 + W3 + W4 + Z, data = df)
其中
Y =因变量(续);
Y = dependent variable (cont.);
X =内生自变量(虚拟);
X = endogenous independent variable (dummy);
W1-W4 =控制变量;
W1-W4 = control variables;
Z =外生器械(虚拟)
Z = exogenous instrument (dummy)
现在,我很难报告2SLS回归的第一阶段.当我使用常用的stargazer命令时:
Now I am having difficulties to report the first stage of the 2SLS regression.When I use the usual stargazer command:
stargazer(ivmodel1)
我只收到第二阶段的结果,但我也需要第一阶段的估计.有人知道在R中使用什么命令以接收两个阶段的结果吗?
I only receive the resuts of the second stage but I also need the first stage estimates.Does someone know what commmand to use in R in order to receive the results of both stages?
推荐答案
分别对每个阶段建模时,都可以将它们都交给stargazer
:
When you model each stage separately, you can hand both to stargazer
:
library(AER)
library(stargazer)
y <- rnorm(100, 5, 10)
x <- rnorm(100, 3, 15)
z <- rnorm(100, 3, 7)
a <- rnorm(100, 1, 7)
b <- rnorm(100, 3, 5)
# Fitting IV models
fit1 <- ivreg(y ~ x + a |
a + z,
model = TRUE)
fit2 <- ivreg(y ~ x + a |
a + b + z,
model = TRUE)
# Create latex table
stargazer(fit1, fit2, type = "text")
这来自: R:鲁棒的SE和模型诊断在观星台上
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