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Re: st: ivregress with an interacted endogenous variable

From   Austin Nichols <>
Subject   Re: st: ivregress with an interacted endogenous variable
Date   Fri, 8 Jul 2011 20:43:42 -0400

This is a FAQ,
(you need more excluded instruments and interactions of excluded
instruments with exogenous covariates are good candidates).

On Fri, Jul 8, 2011 at 3:25 PM, Lina C <> wrote:
> Hello everybody,
> I'm using instrumental variables to estimate the effect of an
> endogenous variable (X) on an outcome (Y). Now I want the effect of
> the endogenous with a covariate to differentiate the effect, let's say
> W. The thing is that I have the feeling I need the instrument Z to be
> also interacted with W but I'm not sure how to conduct this using
> ivregress since now the endogenous is interacted with a covariate.
> Thanks for any help,
> Lina.
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