Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: re: ivreg with interaction

From   Christopher Baum <>
To   "" <>
Subject   st: re: ivreg with interaction
Date   Fri, 13 May 2011 11:50:13 -0400

Andrea said

> I need to run an ivregress when the endogenous variable is also used
> in an interaction. Do you have any suggestion?
> E.g. y= ax + bv + cxv +e
> where x is the endogenous variable.
> Incidentally, the endogenous variable is binary

If z is an instrument for x, then z*v is an instrument for x*v. Of course, it would be preferable to have more than one z. If so,
each should be interacted with v as well.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index