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st: question on IV regression
From
Yunxian Lu <[email protected]>
To
statalist <[email protected]>
Subject
st: question on IV regression
Date
Fri, 15 Apr 2011 23:49:04 -0400
Dear Experts,
I have a question on IV estimation with interaction terms.
There was some earlier postings, but my question is a little bit
different and I am still confusing. I want to estimate the following
equation:
Y=b0+b1*X1+b2*X2+b3*X3+b4*X2*X3+u
X1 and X3 are exogenous variables,
X2 is an endogenous variable(continous), which is instrumented with Z1 and Z2.
X2*X3 is an interaction term.
How can we deal with X2 and the interaction term X2*X3?
Thanks a lot! I really appreciate your help!
Best,
Yunxian
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