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st: should I concern the endogeneity problem


From   Gordon <gaog66@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: should I concern the endogeneity problem
Date   Mon, 29 Sep 2008 14:29:14 -0400

Hi,

I am estimating a model:

Y = X1 + X2 + X1*X2

I am confident that X1 and X2 are exogenous to Y, however it is likely
that X1 is influenced by X2. In this case, should I worry about any
endogeneity?

Thanks for your insights!

Gordon
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