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re: st: interactions


From   "R. Allan Reese" <R.A.Reese@hull.ac.uk>
To   Stata distribution list <statalist@hsphsun2.harvard.edu>
Subject   re: st: interactions
Date   Thu, 26 Jun 2003 15:56:43 +0100 (BST)

Original question
> >> What's the easiest way to generate all [n-way] interactions
> >> when you have many continuous variables to predict a continuous
> >> response?

On Thu, 26 Jun 2003, David Airey wrote:
> I have not been able to use xi to create continuous*continuous
> interactions on the fly. I don't think xi does this from the
> description. It does cat*cont though.

Do cont*cont interactions make sense?  It is often an act of faith that a
unit increase in X_i produces a Beta_i increase in Y and that the Betas
are additive.  It seems wildly optimistic that a k increase in X_i
together with an l increase in X_j should give the same additional
increase as an l increase in X_i with a k increase in X_j.

This seems in general an approach based on having columns of figures so a
computer will always do the arithmetic, whether or not the sum is
justified.

Yours, intending this as a constructive critique,

R. Allan Reese                       Email:     r.a.reese@hull.ac.uk
Associate Manager GRI                Direct voice:   +44 1482 466845
Graduate School                      Voice messages: +44 1482 466844
Hull University, Hull HU6 7RX, UK.   Fax:            +44 1482 466436
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