Re: st: Fwd: Interpreting dummy coded interactions with 3 levels

[Neil Shephard <nshephard@gmail.com>]

Can you not compare the reported R^2 or likelihoods (or even AIC or
BIC) for the different models?  Perhaps use -lrtest- to do this
"automagically"?

If you're asking how to actually write the commands to define the
models with interaction then see -man xi- (or
http://www.stata.com/help.cgi?xi ).

The following may also be useful...

http://www.ats.ucla.edu/stat/stata/Library/hetreg.htm
http://www.ats.ucla.edu/stat/stata/Library/logit_wgould.htm

Neil

-- 
"The combination of some data and an aching desire for an answer does
not ensure that a reasonable answer can be extracted from a given body
of data." ~ John Tukey

Email - nshephard@gmail.com
Website - http://slack.ser.man.ac.uk/
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