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| From | David Torres <writeon4truth2@msn.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Interactions using -xtivreg- Instrumental Variables estimation |
| Date | Wed, 31 Jul 2013 19:11:48 -0400 |
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/