Dear all,
I have a quick question I could not see answered neither in FAQ, nor
in the statalist posts nor stata help. Thus, it would very helpful if
you could answer me.
I estimate my model with a simple 2sls cross section regression. There
are two groups of observations.
ivregress 2sls prod $x1list g2 $x2list (ent01 ent012 g2_ent01
g2_ent012 = $z1list $z2list $z3list), vce(robust)
x1list is the list of independent variables
g2 is a dummy for group 2.
x2list includes interactions between all independent variables and the g2 dummy.
I instrument ent01, its quadratic term (ent012) and respective
interactions with g2 (g2_ent01 g2_ent012) with iv counterparts (i.e.
z1list, z2list and z3list).
Now, I want to test overall significance of the interaction terms. How
should I do that with command test?
Will this:
test $x2list g2_ent01 g2_ent012
do the job?
I mean, will the instruments used in estimating the model be also used
in testing overall significance?
Many thanks.
Daniel
[email protected]
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