I am using a panel data set with 311 panels spanning a period of 35 years. I want to run a model where the dependent variable (Y) is regressed on a set of controls (X1 X2 and X3) and an endogenous regressor (Z) which needs to be instrumented with two instruments (I1 and I2).
I also want to include interactions of the endogenous regressor with the controls. Going through previous discussions specifically (https://www.statalist.org/forums/for...ble-regression ) I run the following
ivreg2 Y X1 X2 X3 (Z c.Z#c.X1 c.Z#c.X2 = I1 I2 c.I1#c.X1 c.I2#c.X1 c.I1#c.X2 c.I2#c.X2)
Thanks
0 Response to ivreg2 and interactions of the endogenous regressor
Post a Comment