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st: IV with multiple dummy endogenous variables


From   Phanwin Yokying <yadawe@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: IV with multiple dummy endogenous variables
Date   Tue, 2 Apr 2013 09:07:52 -0400

Hi,

I am trying to figure out the appropriate STATA command for my IV method.
I am running the following equation:
 Y = aX1 + bX2 +  cX3 + dX4 + dX2*X1 +eX2*X3  + controls 
,where
Y is continuous dependent va.
X1 is discrete exogenous variable (demographic characteristics)
X2 is discrete endogenous variable 
X3 is discrete exogenous variables (e.g demographic characteristics) 

Questions: Could you give me some suggestions as to which command I should use? treatreg? ivregress?
                    If z is an instrument for X2, is z*X1 an appropriate in instrument for X2*X1 and X3*X2 ? Or should I find at least two other IV (z1 and z2) for the interaction terms?

Your help would be much appreciated.



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