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st: re: ivreg2 and esttab with triple interactions

From   Christopher Baum <[email protected]>
To   <[email protected]>
Subject   st: re: ivreg2 and esttab with triple interactions
Date   Sun, 3 Oct 2010 10:20:33 -0400

I get an error saying "No interaction terms allowed". So is ivreg2 one of those commands not geared to handle triple interaction terms?

-ivreg2- of Baum, Schaffer, Stillman has not yet been reworked to allow factor variables, so the c., # and ## notions are not understood. It is on our list of desired changes. If you want interaction terms, you must compute them explicitly (perhaps with -xi:- or the user-written xi3 (untested)).


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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