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st: re: ivreg with interaction

From   Christopher Baum <>
To   "" <>
Subject   st: re: ivreg with interaction
Date   Fri, 13 May 2011 11:50:13 -0400

Andrea said

> I need to run an ivregress when the endogenous variable is also used
> in an interaction. Do you have any suggestion?
> E.g. y= ax + bv + cxv +e
> where x is the endogenous variable.
> Incidentally, the endogenous variable is binary

If z is an instrument for x, then z*v is an instrument for x*v. Of course, it would be preferable to have more than one z. If so,
each should be interacted with v as well.

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

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