Hi,
I have unbalanced panel data
I have a model in which the main independent variable and the interaction dummy variable is endogenous.
y= a + b+ a*b + X+ e -- Here a is the endogenous variable. So,a*b is also endogenous
I have used the following
xi: xtivreg2 y (a= p q p*b q*b) b a*b X i.fy, gmm2s fe cluster(gvkey) endog(a)
Am I correct?
I have unbalanced panel data
I have a model in which the main independent variable and the interaction dummy variable is endogenous.
y= a + b+ a*b + X+ e -- Here a is the endogenous variable. So,a*b is also endogenous
I have used the following
xi: xtivreg2 y (a= p q p*b q*b) b a*b X i.fy, gmm2s fe cluster(gvkey) endog(a)
Am I correct?
