Extract first stage results from feols() IV regression for modelsummary()-CodePudding

I'd like to report the first and the second stage results from feols() IV regression using modelsummary(). I couldn't find a way (except running the first stage as a separate model).

I can display first and second stage results using etable() like this:

library(fixest)
library(tidyverse)
library(modelsummary)

# create a toy dataset
base <- iris
names(base) <- c("y", "x1", "x_endo_1", "x_inst_1", "fe")
base$x_inst_2 <- 0.2 * base$y   0.2 * base$x_endo_1   rnorm(150, sd = 0.5)
base$x_endo_2 <- 0.2 * base$y - 0.2 * base$x_inst_1   rnorm(150, sd = 0.5)

# estimate an instrumental variable model
mod <- feols(y ~ x1 | fe | x_endo_1   x_endo_2 ~ x_inst_1   x_inst_2, base)

# First and second stage results
etable(mod, stage = 1:2)

I'd appreciate any pointers.

Thanks, Umut

CodePudding user response：

The first-stage IV regression model summary can be generated with:

modelsummary::modelsummary(mod$iv_first_stage)