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st: ivregress with an interacted endogenous variable


From   Lina C <linacs81@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivregress with an interacted endogenous variable
Date   Fri, 8 Jul 2011 20:25:16 +0100

Hello everybody,
I'm using instrumental variables to estimate the effect of an
endogenous variable (X) on an outcome (Y). Now I want the effect of
the endogenous with a covariate to differentiate the effect, let's say
W. The thing is that I have the feeling I need the instrument Z to be
also interacted with W but I'm not sure how to conduct this using
ivregress since now the endogenous is interacted with a covariate.
Thanks for any help,

Lina.
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