试试下列程序!
use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta, clear
// first-stage
reg iq med kww age mrt s expr tenure rns smsa i.year
outreg2 using ivreg2-first, excel dec(4) ctitle(first: y=iq) replace
// first + second stage
ivreg2 lw s expr tenure rns smsa i.year (iq=med kww age mrt), first
outreg2 using ivreg2-first, excel dec(4) ctitle(second: y=lw) append
use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta, clear
// first-stage
reg iq med kww age mrt s expr tenure rns smsa i.year
outreg2 using ivreg2-first, excel dec(4) ctitle(first: y=iq) replace
// first + second stage
ivreg2 lw s expr tenure rns smsa i.year (iq=med kww age mrt), first
outreg2 using ivreg2-first, excel dec(4) ctitle(second: y=lw) append