Hello,
Does anyone have a program that allows one to interact an instrumented
variable with other variables in a regression equation AND calculates the
correct standard errors for this? Example:
y = b1x1+b2x2+b3x1*x2
I want to instrument x2 with some z's to get:
y = b1x1+b2x2hat+b3x1*x2hat
It seems to me that this should be out there somewhere...
Thanks,
Jennifer
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
