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st: re: ivreg2 and esttab with triple interactions


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: re: ivreg2 and esttab with triple interactions
Date   Sun, 3 Oct 2010 10:20:33 -0400

<>
I get an error saying "No interaction terms allowed". So is ivreg2 one of those commands not geared to handle triple interaction terms?

-ivreg2- of Baum, Schaffer, Stillman has not yet been reworked to allow factor variables, so the c., # and ## notions are not understood. It is on our list of desired changes. If you want interaction terms, you must compute them explicitly (perhaps with -xi:- or the user-written xi3 (untested)).

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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