There is no problem in using -xi- with
multiple variables. The help file
gives examples.
As always, comment on what you tried
but didn't work for you is much easier if we
can see exactly what you typed.
If I wanted to lay down the kind of
artillery barrage of covariates you have in mind
here, I think I would resort to
producing the arguments for -xi-
with some macro manipulation.
Some other users have found -xi-
insufficiently flexible for their
needs. -xi3- and -desmat- appear
to be the main user-written alternatives.
A -findit- is recommeneded.
Nick
n.j.cox@durham.ac.uk
Prahm, Jeremy
> 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.
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