st: IVreg2 on interaction term

["D. Heine" <dh363@cam.ac.uk>]

Dear Statalist,

I would very much appreciate if you could help me with the following 
concern on IVreg2.

I have an interaction term of two dummy variables (d1, d2), the first is 
endogenous, d2 is very probably not. I have 1 instrument for d1. I read 
that an IV-regression in this case must include at least two instruments: 
my IV for d1 and IV*d2 for the interaction term. My problem is now a 
technical one: I do not know how to write an ivreg2-command including two 
IVs. The following does not work and replies "Invalid syntax"

Ivreg2   d2   (d1  =  iv)   (d1_d2  =    iv_d2)

I would very much appreciate if you could point out how such a regression 
is written.

If you allow, I would like to ask a second question. Is it possible to use 
newey2 in an IV-regression (I need autocorrelation robust standard errors; 
data is an unbalanced panel).

Many thanks indeed!

Dirk



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