[Gretl-users] Re: Running a 2SLS model with an interaction term
Am 20.04.2023 um 20:43 schrieb elfsog(a)yahoo.gr:
If X1 is a binary variable, s still 2SLS an appropriate method to
correct for endogeneity? Would it be possible to run a two-stage probit, or the bivariate
two-stage model, in Gretl?
Please be more explicit with your questions. For example, what do you
mean by "two-stage probit", given that you didn't tell us your model has
a binary dependent variable. Use formulas to explain what you plan or
are trying to do. Then we can tell you whether (or how easily) it can be
done in gretl.
thanks
sven
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