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st: generate multi-level dummy


From   "Delahanty, Ryan" <ryan.delahanty@vanderbilt.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: generate multi-level dummy
Date   Fri, 22 Oct 2010 09:50:03 -0500

Hello,

We have a very high dimensional dataset. There are several categorical variables for which we need to get unique ORs for each combination. For example:

Var1=1,2,3...n
Var2=1,2,3...m

We need to generate all n x m  categories for logistic regression. So our logistic regression can take the form:

Logistic y 11 12 13 ... 1m...21 22 23...2n...nm

This way we can get ORs for all levels from 11 to nm.

What is the easiest way to generate a new dummy variable that has all of these combinations and is still unique?

Thanks,

Ryan

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