Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: binary endogenous interaction


From   "Gregory, Christian" <[email protected]>
To   <[email protected]>
Subject   st: binary endogenous interaction
Date   Wed, 20 Apr 2011 10:35:26 -0400

Hello Statalist,

I have the following model.

y1 = xb + e
y2 = y1*b1 + c1*b2 + y1*c1*b12 + xb + e

y1 and y2 are both binary. y1 is endogenous to y2. c1 is continuous and
exogenous. The marginal effect of interest is the effect of y1*c1 in the
second equation. I do have instruments for y1. I'm wondering if (1)
anyone knows of other applications in which the interaction of an
endogenous dummy and exogenous continuous variable is the outcome of
interest and (2) whether anyone has any intuition about a way to model
this. (ML models with 2 or 3 equations work and give interesting
results, but seem non-standard.)

Thanks for your help.

Christian




*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index