Fabrizio Minichilli reports having difficulties using -xi3- and asked how to make three-
way interaction terms for categorical variables.  
I have not had much experience with -xi3-, so I cannot address Fabrizio's problem with 
it.
But I can recommend John Hendrickx's -desmat- for generating terms for a three-way 
interaction (categorical, continuous or mixed), and for a variety of other kinds of 
interactions--and for generating terms for contrasts.  -desmat- might at first appear 
intimidating, but there is an accompanying downloadable instruction manual; I've found 
that the learning curve is not that bad, actually.
-findit desmat- will help locate it and associated files for installation.
Joseph Coveney
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