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st: Instrumentals variable estimation with the interaction term


From   "Simo Hansen" <simohansen@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Instrumentals variable estimation with the interaction term
Date   Fri, 11 May 2007 13:22:50 +0300

Dear all,

I have the following model:

Y1= a + b1X1+b2Y2 +b3FEMALE+ b4Y2*FEMALE+ error term

Where Y2 is an endogenous variable and Y2*FEMALE is the interaction term of
an endogenous variable and FEMALE.

I have a set instrument: Z1, Z2.

Can I implement the instrumental variable estimation in the following form?

ivreg Y1 X1 FEMALE (Y2 FEMALE*Y2= Z1 Z2 FEMALE*Z1 FEMALE*Z2)


I would greatly appreciate any your kind help on this question?

Best regards,

Simo

  

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