st: Interaction on IV and Endogenous Variables

[Anand <anand100@gmail.com>]

Dear Statalisters,
Thanks a lot mark for your prompt reply tp my question on DMEXOGXT and XTIVREG2.

I have this problem that I'm trying to understand.

My Basic Specification is as follows:

Y = f(X1, X2, X3, X4).
X2 is endogenous and the instruments that I have identified for X2 are
Z1, Z2, and Z3.
Assuming that they are all relevant and Valid Instruments;
1) How can I test the interaction of Z1 and X2 on Y, i.e.
I need sth like this;
Y = F( X1, X2, X3, X4, X2*Z1)?

Please advice.

Thanks a lot in advance
Anand
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