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Re: st: interaction


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: interaction
Date   Tue, 18 May 2010 12:23:44 -0500

At 10:57 AM 5/18/2010, Celine Genty wrote:
Hello,

How can I enter all possible interactions in a logistic regression model (instead of make it one by one, I have many variables...) ?

Is there an option or another command for that ?

Thanks.

All possible interactions? Do you mean all 2 way, all 3 way, all 4 way, etc? That could get pretty unwieldy!!! If, on the other hand, you mean something like all possible interactions with group membership, in Stata 11 you could do something like

group#(sex arm cat)

which expands to

group#sex group#arm group#cat

See -help fvvarlist- or section 11.4.3 of the User's Guide.

Incidentally, be careful about using interactions in logistic regressions. Various authors have pointed out potential problems. For more, see

Allison, Paul. 1999. "Comparing Logit and Probit Coefficients Across Groups." Sociological Methods and Research 28(2): 186-208.

Williams, Richard. 2009. "Using Heterogeneous Choice Models To Compare Logit and Probit Coefficients Across Groups." Sociological Methods and Research 37(4):531-559. A pre-publication version is available on the World Wide Web at <http://www.nd.edu/~rwilliam/oglm/RW_Hetero_Choice.pdf>http://www.nd.edu/~rwilliam/oglm/RW_Hetero_Choice.pdf .

Long, J. Scott. Group comparisons in logit and probit using predicted probabilities. <http://www.indiana.edu/~jslsoc/files_research/groupdif/groupwithprobabilities/groups-with-prob-2009-06-25.pdf>http://www.indiana.edu/~jslsoc/files_research/groupdif/groupwithprobabilities/groups-with-prob-2009-06-25.pdf




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Richard Williams, Notre Dame Dept of Sociology
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