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st: ivreg2: interacting the endogenous regressor
From
Jana von Stein <[email protected]>
To
[email protected]
Subject
st: ivreg2: interacting the endogenous regressor
Date
Tue, 22 May 2012 13:25:29 -0400
Hello,
I need to interact my endogenous variable (for which I'm
instrumenting) with one of the exogenous variables in my step2
equation. Is there a straightforward way to do this using ivreg2? I'm
reluctant to do it by hand because I'm not certain whether the
standard errors would be right; I am also a bit of a novice on iv
regression and so would like to be able to take advantage of ivreg2's
already-programmed post-estimation tests, etc.
I'd be grateful for any ideas,
thanks.
Jana
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