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Re: st: creating interaction variables

From   Richard Williams <>
Subject   Re: st: creating interaction variables
Date   Fri, 11 Jun 2004 14:27:54 -0500

At 02:45 AM 6/12/2004 +0900, Joseph Coveney wrote:
Richard is absolutely right and I stand corrected. The interaction term
command that allows for continuous-by-continuous interaction terms, in addition
to those involving categorical-predictor variables, is -xi3- from Michael
Mitchell and Phil Ender. It's an extension of -xi- that is downloadable from
SSC or from the ULCA site. -help xi3- (after installing the package) will
showTewodaj the way to the goal.

Joseph Coveney
I stand corrected too because I have -xi3- and didn't realize it could do this! Also, it includes the lower order terms along with the interaction, which is good, e.g.

xi3: reg y x1*x2

results in y being regressed on x1, x2, and x1*x2.

-xi3- has a lot of other nice options too.

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