Hello,
I have read a few posts on here that discuss IV when the model has interaction terms, but I have not seen advice on the model where the IV is an interaction term. For instance:
ivregress 2sls dep_var control_vars (endogenous_var=c.Z1##c.X)
Where Z1 is a continuous variable that I consider to be an instrumental variable, however it is aggregated at a state level so I want to interact it with an individual level variable X to get more variation.
This command will run, however I am unsure if my coefficients are biased from a mispecification of my model?
Thank you,
Donovan
Related Posts with Interaction term as an IV?
Looping through different databasesHi guys, I would like to make a loop that includes several different variables for different databa…
t-test on coefficient of probit regressionHello there, I'm trying to find the impact of contingencies on an explanatory variable in a probit r…
For loopHi guys, I would like to make a loop that includes several different variables for different databa…
Interpretation of user-written khb program output, reduced OR-full OR != diff ORI'm using the user-written package khb in Stata15 on Windows 10. My data are sensitive and cannot be…
Exogenous variables in DCC modelHi all, Is there any way to include exogenous variables in a DCC model? I'm using the mgarch dcc co…
Subscribe to:
Post Comments (Atom)
0 Response to Interaction term as an IV?
Post a Comment