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From |
"Marko Bender" <Marko.Bender@wi.tum.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: How to calculate a new variable (interaction term) in ml model |

Date |
Tue, 10 Mar 2009 16:05:47 +0100 |

Dear stata users, I?m trying to estimate a recursive multi-equation model with cmp. In the first equation I would like to estimate a variable Y1 (dependent variable). Then I would like to include this variable as an independent variable in equation two. So far this is not a problem. The problem is that I also want to include Y1 as an interaction term with another variable X4. In order to do that I think I would need to generate a new variable, which includes the interaction term (X4*Y1). Unfortunately stata does not allow for any calculations within equations. Does anybody know how to do that? Does anybody know a work-around? The model looks like this: cmp (Eq2: Y2 = Y1 X4 X4*Y1) (Eq1: Y1 = X1 X2 X3), ind($cmp_cont $cmp_cont) quiet; The equations are defined according to the ml model eq syntax. So one thought of mine was to include a third equation, which generates my interaction term. Unfortunately I did not find a way to do that so far. I would be really greatefull for any suggestions and help!!! Thanks a lot, Marko * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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