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st: RE: interaction regression with panel data
From
Mauro Mastrogiacomo <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: interaction regression with panel data
Date
Mon, 25 Jul 2011 14:54:16 +0200
If you have any usual suspect I would first estimate some first stage regressions. If theory suggests that your variable is endogenous you should not ignore it.
mauro
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Reddy, Colin
> Sent: maandag 25 juli 2011 14:43
> To: [email protected]
> Subject: st: interaction regression with panel data
>
> 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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