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st: -xi- with multible variables


From   "Prahm, Jeremy" <Jeremy.Prahm@gmacrfc.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -xi- with multible variables
Date   Fri, 11 Mar 2005 11:46:17 -0600

Is there some way to use the -xi- command with multiple variables?  This
is the context of a three level nested logit model with around 10
independent variables.  I need to create interactions for all of the
nests.

I have a categorical variable that I want to interact with a number of
continuous variables, is there a Stata command to do this?  Xi only
seems to work with one variable.

Let variable categorical_1-categorical_3 have 5 levels each.
Let var1-var8 be continuous variables that I want to interact them with.
Is there some way to interact categorical_1*(var1-var8),
categorical_2*(var1-var8), and categorical_3*(var1-var8) easily?  I know
I can change the prefix, but this still requires 24 different prefixes
and creates a number of redundant dummies.  Surely this must be a common
task and I'm overlooking something.

Thanks for any help you can give.



=====================
Jeremy Prahm

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