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: How to specify first stage when the instrument is the interaction of two variables?


From   lutunnahar begum <[email protected]>
To   [email protected]
Subject   st: How to specify first stage when the instrument is the interaction of two variables?
Date   Wed, 30 May 2012 10:30:32 +1000

Dear statalist
I am estimating out-of-sample 2SLS estimation. My instrument  is the
interaction of two variables. Do I also need to include these two
variables individually in the first stage? I am confused because I do
not have these two variables in my second stage and my instrument is
just the interaction of the two terms. So including the two variables
in the first stage violates the condition that the first stage and
second stage specifications should be same.

Your valuable suggestion is highly appreciated.

Thanking you,
Nahar
*
*   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