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st: interaction regression with panel data


From   "Reddy, Colin" <creddy@uj.ac.za>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: interaction regression with panel data
Date   Mon, 25 Jul 2011 12:43:02 +0000

Dear Listers
I have panel data on which I am perform a regression including some interactions between the independent variables. My fixed effects specifaction takes up quite a lot of the variance in my dependent variable as a result my R squares is over 80%.

I think one of my independents is endogenous but have no clue on what the vaild instrument variable could be. Is there a way that I can conduct this regression without the use of an instrument variable?

Colin

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