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st: Instrumentals variable estimation with the interaction term
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?
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