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, statalist.org 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 <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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   |   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




*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index