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st: RE: Number of Instruments in xtivreg


From   "Millimet, Daniel" <millimet@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Number of Instruments in xtivreg
Date   Thu, 8 Sep 2005 15:25:21 -0500

generate additional IVs by the interaction between the instrument and the exogenous variables and use those as IVs for the interaction between the endogenous variable and the exogenous variables.

dann


************************************************
Daniel L. Millimet, Associate Professor
Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
phone: 214.768.3269
fax: 214.768.1821
homepage: http://faculty.smu.edu/millimet
************************************************


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of ALICE DOBSON
Sent: Thursday, September 08, 2005 3:16 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Number of Instruments in xtivreg


Dear statalisters,
I am using xtivreg and I have one endogenous variable for which I have an 
instrument. However, I am interested in examining the interaction effects of 
this endogenous variable with various other exogenous variables. Do I need 
to have additional instruments?

Best,
Alice

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