Hi Professor,
When applying IV tests to address endogeneity problem, asdocx seems not compatible to common used commands, like ivreg2, xtivreg2, ivreghdfe. These commands generate first-stage and second-stage regressions in one go. How can we use asdocx to export the results perfectly?
example:
xtivreg2 $y $control ($x = iv), fe cluster(id) savefirst first
/* run 2SLS regression, save first-stage result */
est restore _xtivreg2_$x
/* activate first-stage result */
xtivreg2 $y $control ($x = iv), fe cluster(id)
/* second-stage results */
Thanks,
Brian