RE: st: Interactions using -xtivreg- Instrumental Variables estimation

[David Torres <writeon4truth2@msn.com>]

I'm still hoping someone can answer the question below, which I sent yesterday.

>
> Hello, all,
>
> So I'm using an instrumental variables approach with two-level data using Stata's -xtivreg- command. My single IV relates to a level-one time-varying variable. I'd like to include interactions between the level one variable and dummies at level two denoting sex and race/ethnicity.
>
> How is this done? Do I produce interactions between the instrument and my dummies, as well as between the variable being instrumented for and my dummies, and then simply insert everything in my model like this:
>
> xtivreg mathsc year male black hispan othrace (var1 var1*male var1*black var1*hispan var1*othrace = instrument instrument*male instrument*black instrument*hispan instrument*othrace), re
>
> or should I be setting the model up differently?
>
> Thanks in advance for your help.
>
>
> 
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/ 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/