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st: IV with multiple dummy endogenous variables
From
Phanwin Yokying <[email protected]>
To
[email protected]
Subject
st: IV with multiple dummy endogenous variables
Date
Tue, 2 Apr 2013 09:07:52 -0400
Hi,
I am trying to figure out the appropriate STATA command for my IV method.
I am running the following equation:
Y = aX1 + bX2 + cX3 + dX4 + dX2*X1 +eX2*X3 + controls
,where
Y is continuous dependent va.
X1 is discrete exogenous variable (demographic characteristics)
X2 is discrete endogenous variable
X3 is discrete exogenous variables (e.g demographic characteristics)
Questions: Could you give me some suggestions as to which command I should use? treatreg? ivregress?
If z is an instrument for X2, is z*X1 an appropriate in instrument for X2*X1 and X3*X2 ? Or should I find at least two other IV (z1 and z2) for the interaction terms?
Your help would be much appreciated.
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