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Re: st: RE: Endogenous interaction terms in 2SLS
From
Rene Algesheimer <[email protected]>
To
[email protected]
Subject
Re: st: RE: Endogenous interaction terms in 2SLS
Date
Thu, 3 Mar 2011 18:59:38 +0100
Dear Statalisters, Dear Prof. Wooldridge,
many thanks for your reply and thoughts. I highly appreciate this.
Unfortunately I only offered an abstract version of the model. In offering some more details, you may see the difficulties that arise:
- The model is a selection model.
- X1 is the treatment (0, 1) in an experiment
- Y1 is a participation variable (0, 1) in this experiment
- X2 is the response time for participation after treatment
By consequence, X2 is a function of Y1 and perfect multicollinearity issues arise in your suggested model. This was the original reason of not including the level forms.
Does anyone have an idea for such kind of model?
thanks in advance,
René
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