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st: 2sls in case the endogenous is nonlinear (please help)


From   Carmine Distefano <[email protected]>
To   [email protected]
Subject   st: 2sls in case the endogenous is nonlinear (please help)
Date   Sun, 14 Oct 2007 21:46:50 +0200

Dear all, I'm a newbie. 

I would like to estimate a following equation:

y1 = x1 + x1*c + x2 + e1
where: "c": 0,1; and "x1" is explained by x3, x4, x5....


where x1 is an endogenous variable. "ivreg" separates "[varlist1]" of
exogenous variables from "(varlist2 = varlist_iv)" of endogenous and
instruments. However, it is unknown to me the way (the commands) to
implement the dummy variable "c" in the equation. I would find the same
obstacle with a system of equation, in case "x1" would be the other
dependent variable. Could somebody help me with a concrete example? Thanks
very much in advance.

Carmine Distefano,
Universit� "Federico II", Napoli (Italy)


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