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st: should I concern the endogeneity problem
From
Gordon <[email protected]>
To
[email protected]
Subject
st: should I concern the endogeneity problem
Date
Mon, 29 Sep 2008 14:29:14 -0400
Hi,
I am estimating a model:
Y = X1 + X2 + X1*X2
I am confident that X1 and X2 are exogenous to Y, however it is likely
that X1 is influenced by X2. In this case, should I worry about any
endogeneity?
Thanks for your insights!
Gordon
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