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Re: st: interaction


From   "maartenbuis" <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: interaction
Date   Wed, 28 Sep 2005 18:28:03 -0000

--- Ricardo Ovaldia <ovaldia@y...> wrote:
> I remember seen something on statalist or SJ about
> getting a single test statistic or p-value for the
> interaction term when the variables involved have many
> levels (for example: continuous*categorical). I have
> looked for it but can not findit. Does anyone recall
> this?

I don't recall that discussion but try:

sysuse auto
xi: reg price i.rep78*mpg
test  _IrepXmpg_2  _IrepXmpg_3  _IrepXmpg_4 _IrepXmpg_5

which test the hypothesis that all interaction terms are simultaniously 
equal to zero

Hope this helps,
Maarten


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