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Re: st: interactions

From   Ernest Berkhout <>
Subject   Re: st: interactions
Date   Thu, 26 Jun 2003 10:06:07 +0200

At 22:23 25-6-2003, you wrote:
What's the easiest way to generate all:

2 way interactions
3 way interactions
n way interactions

when you have many continuous variables to predict a continuous response?

xi seems to only be nice to me with categorical or dummy variables.
xi can do continuous variables as well, but only twoway. There are two options that I would think of:

1. use desmat (I have no experience with it myself but it seems a good solution and often used around here)
2. create all interaction-variables manually yourself with nested foreach/forvalues loops.

Ernest Berkhout
SEO Amsterdam Economics
University of Amsterdam

Room 3.08
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tel.:+ 31 20 525 1657
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A statistician: someone who insists
on being certain about uncertainty

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