I have a panel dataset of 15 countries and I have interacted a variable of governance with expenditure using two-staged least-square
ivregress 2sls lexp lnUPop Corp c.lgexp#c.Corp (lnGDP= laglexp laglnUPop)
I used Lincom to obtain the overall effect of expenditure
lincom lexp + c.lexp#c.Corp
lincom lghexp + c.lghexp#c.Corp | ||||
( 1) lghexp + c.lghexp#c.Corp = 0 | ||||
lnLE Coef. Std. Err. | z | P>z | [95% Conf. | Interval] |
(1) .0383044 .0107792 | 3.55 | 0.000 | .0171774 | .0594313 |
Thanks.
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