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: a question on creating interaction in 2SLS using xtivreg


From   Kun Liu <k.liu@wayne.edu>
To   "." <statalist@hsphsun2.harvard.edu>
Subject   st: a question on creating interaction in 2SLS using xtivreg
Date   Sat, 3 Dec 2011 23:29:01 -0500 (EST)

Hi, I use 2SLS on a panel data. I want to test some hypotheses on interactions between an independent variable and a control variable in the second stage. Using xtivreg, the command would look like :
xtivreg dependentvariable (instrument= predictors of the first stage) , i.firm i.year

Where should I put the interaction term, inside the parenthesis or outside the parenthesis? If outside, I am concerned that the error terms would be brought back to the second stage. If inside, should it be :
xtivreg dependentvariable (instrument instrumentXcontrol= predictors of the first stage), i.firm i.year

Your advice will be very appreciated. Thank you.

Kun
*
*   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