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| From | Nick Kohn <coffeemug.nick@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Using ivregress when the endogenous variable is used in an interaction term in the main regression |
| Date | Wed, 21 Dec 2011 11:24:43 +0100 |
Hi, I have a specification in which the endogenous variable is interacted with an exogenous variable. Since I cannot multiply the variables directly in the regression, I create a new variable. In ivregress it makes no sense to use the entire interaction term as the endogenous variable. I can do the first stage manually (and then use the fitted value in the main regression), however, from what I remember the standard errors will be wrong when doing it manually. Is there a way to overcome this? Thanks * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/