Dear all,
I got some problems with the G2SLS regression.
I really hope you can help me!
here the question:
I run the following regression:
xtivreg ur ( brr_avlabc=brr_av) ep uc bd ho cow tw tfphpc
d2ms tts rirl, first re
and after the first stage i would get the result of the regression
because i need the series of the new variable "brr_avlac" which stata
uses to get the second stag. basically i have to use this new series
for an interaction between the new "brr_avlabc" and an other variable
of the model.
Does anyone have got any idea to solve this problem?
thanks,
Francesco.
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