In my model I have clear reverse causality between two predictors. I am mainly interested in esitmating the interaction between the two predictors mentioned above.
I am wondering how this form of reverse causality could affect the interpretation of the relative coefficients, especially the interaction.
Y = B0 + B1 X1 + B2 X2 + B3 X1*X2 + e
directions in causations:
X1 ---> Y X2 ---> Y X1 <--> X2