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From |
Jeffrey Pitblado <jpitblado@stata.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Testing interaction terms when using factor variables |

Date |
Thu, 27 Oct 2011 16:15:42 -0500 |

Richard Williams is using -test- with factor variables notation and would like to simplify the specification:

I am looking for a shorthand notation when testing multiple interaction terms at once. ----------- use "http://www.indiana.edu/~jslsoc/stata/spex_data/tenure01.dta";, clear quietly logit tenure i.female year c.year#c.year select articles prestige i.female#(c.year c.year#c.year c.select c.articles c.prestige) test 1.female#c.year 1.female#c.year#c.year 1.female#c.select 1.female#c.articles 1.female#c.prestige test 1.female#(c.year c.year#c.year c.select c.articles c.prestige) ----------- The first test command, where I spell out each interaction separately, works fine. But, with the second test command, I get invalid varname r(198); You would think there would be some sort of shorthand way of doing this, but if so I can't figure out what it is.

In Stata 12, Richard can use the new -contrast- command: . contrast female#(c.year##c.year c.select c.articles c.prestige), overall The -overall- option specifies that -contrast- combine the tests of the individually specified terms into an additional "Overall" test at the end of the Wald table. Otherwise, Richard can use -testparm- instead of -test-. . testparm 1.female#(c.year c.year#c.year c.select c.articles c.prestige) -- --Jeff Pitblado jpitblado@stata.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Testing interaction terms when using factor variables***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**References**:**st: Testing interaction terms when using factor variables***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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