Hello statalisters,
I am having a "duh" moment with what I think should be an
easy question. Suppose you have the following model:
y=beta*x + alpha*z + gamma*x*z + error term
Further suppose that while z is independent of the error
term, x is not. z is also independent of x. We want to
estimate the marginal effect of z on y, holding x constant
(at whatever value). Will the estimated marginal effect be
biased due to the endogeneity of x? That is, will our
estimate of the parameter gamma be biased?
thanks in advance for your help.
Conner
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