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st: Treatreg regression with endogenous interaction term
From
"Dr.Maria-Teresa Marchica" <[email protected]>
To
[email protected]
Subject
st: Treatreg regression with endogenous interaction term
Date
Mon, 15 Apr 2013 17:49:07 +0100
Dear Statalist
I would like to estimate the following:
Y = b0+ b1*X1 +b2* X2 + b3*X1*X2
where
X1 is a dummy variable and endogenous (which I instrument with Z),
X2 is exogenous.
Without interaction, I have to use the 2 step Heckman model to
estimate the above regression (I use treatreg).
I searched in the Statalist archive and found some posts that seem to
be related to this issue. However, the proposed solutions seem to be
applicable to an ivreg-type of estimations (that is, instrument X1
with Z and instrument X1*X2 with Z*X2), not treatreg.
I would be very grateful if you could help me on this one.
Have a nice day
Maria
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