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st: ivreg2: interacting the endogenous regressor


From   Jana von Stein <janavs@umich.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivreg2: interacting the endogenous regressor
Date   Tue, 22 May 2012 13:25:29 -0400

Hello,

I need to interact my endogenous variable (for which I'm instrumenting) with one of the exogenous variables in my step2 equation. Is there a straightforward way to do this using ivreg2? I'm reluctant to do it by hand because I'm not certain whether the standard errors would be right; I am also a bit of a novice on iv regression and so would like to be able to take advantage of ivreg2's already-programmed post-estimation tests, etc.

I'd be grateful for any ideas,
thanks.
Jana
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