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st: Interaction between two splines?

From   Shige <>
Subject   st: Interaction between two splines?
Date   Fri, 18 Jun 2004 16:55:05 -0700

Dear All,

I am doing a discrete time hazard model. I have two continuous variables whose functional forms are not knwon. Linear spline seems to be a good choice to check the functional form. Now I also want to include their interaction terms, can I multiply the two splines like multiplying two sets of dummy variables? I don't remember have read anywhere about how to interprete spline interactions. Thanks!

Shige Song
Department of Sociology, UCLA
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