Bookmark and Share

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

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

st: RE: Endogenous interaction terms in 2SLS

From   "Fang YU" <>
To   <>
Subject   st: RE: Endogenous interaction terms in 2SLS
Date   Tue, 10 Jan 2012 09:33:36 +0800

Dear Statalisters,
Thanks a lot for the helpful discussion here.  The solution proposed looks sensible.  Our question is how to implement it in STATA?

In the step 3 suggested by Jeffery,

"3. Estimate the equation
Y2 = b0+ b1*Y1 +b2* Y1*X1 + b3*Y1*X1*X2
Using IVs phat, phat*X1, phat*X1*X2."

Ivreg seems to only be able to instrument one variable at a time. How to instrument multiple items in the same regression?  What are the correct stata codes to do it?

Many thanks,


*   For searches and help try:

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