Anand,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Anand
> Sent: Friday, January 26, 2007 5:06 PM
> To: statalist
> Subject: st: Interaction on IV and Endogenous Variables
>
> Dear Statalisters,
> Thanks a lot mark for your prompt reply tp my question on
> DMEXOGXT and XTIVREG2.
>
> I have this problem that I'm trying to understand.
>
> My Basic Specification is as follows:
>
> Y = f(X1, X2, X3, X4).
> X2 is endogenous and the instruments that I have identified
> for X2 are Z1, Z2, and Z3.
> Assuming that they are all relevant and Valid Instruments;
> 1) How can I test the interaction of Z1 and X2 on Y, i.e.
> I need sth like this;
> Y = F( X1, X2, X3, X4, X2*Z1)?
This comes up on Statalist from time to time. Have a look at:
http://www.stata.com/statalist/archive/2005-05/msg00158.html
http://www.stata.com/statalist/archive/2005-03/msg00437.html
Cheers,
Mark
>
> Please advice.
>
> Thanks a lot in advance
> Anand
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