Interaction terms in instrumental variable regression

[Kwasi Tabiri]

I am running a regression of credit constraint on firm performance. I would like to interact my binary credit constraint variable with sex to determine male-female differences in the effect of credit constraint.
I use an instrumental variable to account for endogeneity of the credit constraint variable. But I am having difficulty doing this interaction using ivreg2.

I have tried

ivreg2 sales (const3##Sex=iv##Sex) MgerExp Size Age Registration Export Foreign sector

This gives me the following error:

Warning - duplicate variables detected
Duplicates:         1.Sex
equation not identified; must have at least as many instruments
not in the regression as there are instrumented variables

I understand that this is because const3##Sex creates const3, Sex, and const3#Sex on the LHS, and iv##Sex creates iv, Sex, and iv#Sex on the RHS. But I also do not know how to write the code so that I am instrumenting for const3 and const3#Sex alone, without interference from the Sex variable.

Thank you for your help!

[Andrew Musau]

But I also do not know how to write the code so that I am instrumenting for const3 and const3#Sex alone, without interference from the Sex [FONT=arial]variable.

ivreg2 sales (const3 const3#Sex=iv iv#Sex) Sex MgerExp Size Age Registration Export Foreign sector