Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Instrumentals variable estimation with the interaction term


From   "Simo Hansen" <[email protected]>
To   <[email protected]>
Subject   st: Instrumentals variable estimation with the interaction term
Date   Fri, 11 May 2007 13:22:50 +0300

Dear all,

I have the following model:

Y1= a + b1X1+b2Y2 +b3FEMALE+ b4Y2*FEMALE+ error term

Where Y2 is an endogenous variable and Y2*FEMALE is the interaction term of
an endogenous variable and FEMALE.

I have a set instrument: Z1, Z2.

Can I implement the instrumental variable estimation in the following form?

ivreg Y1 X1 FEMALE (Y2 FEMALE*Y2= Z1 Z2 FEMALE*Z1 FEMALE*Z2)


I would greatly appreciate any your kind help on this question?

Best regards,

Simo

  

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index