Hello,
I have done a search in the list but I could not see anything that
corresponds to my following questions:
I am estimating Y = b0+ b1*X1 +b2* X2 + b3*X1*X2 + X3
Y is a dummy variable
X1 is a dummy variable and endogenous,
X2 is continuous and endogenous
X3 is a set of additional control variables.
I am running ivreg2 and so I just dump in the three endogenous
variables and the instruments and of course I get very wierd results.
And even if they were not wierd, I would not be sure on how to
interpret them.
Do you have a better idea of how I should do it or should I just focus
on the interaction term and instrument it?
Many thanks,
Nirina
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