Hi All,
My question is like this: I am having an endogenous variable X1 and an exogenous variable X2 and instruments Z1 and Z2 for my endogenous variable and having one interaction term between endogenous and exogenous variable X1*X2. So my model goes like this
Y = X1 + X1* X2 + X2 + controls
In order to have an unbiased impact of the coefficient of my interaction term (X1* X2) on my dependent variable (Y), how can I frame my instrumental variable regression?
I did this following the past posts of STATA forum which is
ivreg2 Y (X1 X1*X2 = Z1 Z2 Z1*X2 Z2*X2) X2 + other controls
here Z1*X2 and Z2*X2 are serving as my instruments for my interaction term, X1*X2. Am I doing this correctly?
Related Posts with 2sls regression with interaction between endogenous and exogenous variables
Putexcel with local macroHi, I was wondering whether anyone could help me out with my code. I used the svy: proportion metho…
Working with survey data: using weights in svy: proportionHi, I've recently started to work more with survey data, and discovered Stata's survey functions. H…
ivregress influential observationsHello to everyone, do you know any way of identifying the most influential observations after the co…
Pesaran’s test, Modified Wald test, Wooldridge test | Panel dataHi, I have an unbalanced panel data. I tried Poolability test, Breushch-Pagan LM, Hausman; hence Fi…
Log-gamma model for panel data (GLM with individual fixed effects)Dear all, I would like to estimate a log-gamma model for panel data, using individual fixed effects…
Subscribe to:
Post Comments (Atom)
0 Response to 2sls regression with interaction between endogenous and exogenous variables
Post a Comment