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Re: st: interaction between an exogenous random variable and an endogenous regressor


From   "Conner Mullally" <[email protected]>
To   [email protected]
Subject   Re: st: interaction between an exogenous random variable and an endogenous regressor
Date   Thu, 15 Jan 2009 21:18:35 -0500

Thanks, that is the same conclusion I came to, but it didn't
seem like it could be right. It implies that even in the
ideal setting where we can exogenously vary explanatory
variables of interest, we are still unable to consistently
estimate marginal effects if there are any interactions
between our exogenous and endogenous variables. How
depressing!
Conner
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