generate additional IVs by the interaction between the instrument and the exogenous variables and use those as IVs for the interaction between the endogenous variable and the exogenous variables.
dann
************************************************
Daniel L. Millimet, Associate Professor
Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
phone: 214.768.3269
fax: 214.768.1821
homepage: http://faculty.smu.edu/millimet
************************************************
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of ALICE DOBSON
Sent: Thursday, September 08, 2005 3:16 PM
To: [email protected]
Subject: st: Number of Instruments in xtivreg
Dear statalisters,
I am using xtivreg and I have one endogenous variable for which I have an
instrument. However, I am interested in examining the interaction effects of
this endogenous variable with various other exogenous variables. Do I need
to have additional instruments?
Best,
Alice
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