Hello, Sorry I've seen similar posts like this before however, I have been unable to find an answer that satisfies my needs. I am looking to run a 2SLS regression in which I interact the predicted term with another variable in my data set to see the effect this has on the instruments effect on y. Something like:
y = x1 + z1 + z1 . x1 + x2
With z1 representing the instrument for x3 regressed on x4, x1 being an exogenous variable and x2 representing some other exogenous control variables. Sorry if there is anything wrong with this post this is my first one. Thank you!
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