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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: reg3 |

Date |
Mon, 16 Feb 2009 06:56:31 -0500 |

<>

Kit Baum, Boston College Economics and DIW Berlin http://ideas.repec.org/e/pba1.html An Introduction to Modern Econometrics Using Stata: http://www.stata-press.com/books/imeus.html On Feb 16, 2009, at 02:33 , Narasihman wrote:

I was wondering if it is correct to test interactions and non-linear effects with reg3. My system of equations is as follows. I am trying to test for non-linear effects in three of the equations. reg3 (P ST C S S^2 B) (C ST S S^2 ) (D A S G1-4 (categorical) P ST C P*C P*ST C*ST P*C*ST) (OS ST D C P S A G1-4) I will appreciate any inputs. What worried me in this set up was that while the endogenous variables were fine, the interaction terms (of endogenous variables) are construed as exogenous variables. Also, ST in my model is an exogenous variable that is not determined by the model, I have some interaction terms based on ST with some endogenous variables in the model. While I am getting some output, and it seems to be theoretically meaningful, I am wondering if this is correct? I was looking up examples on the stata manual and I guess it did not explicitly talk about non-linear models in the manual. I would appreciate if anyone has inputs to share on this. I am sorry if this question sounds naive.

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**Follow-Ups**:**Re: st: Re: reg3***From:*Narasimhan Sowmyanarayanan <narasimhan.sowmyanarayanan@gmail.com>

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