--- Ricardo Ovaldia <ovaldia@y...> wrote:
> I remember seen something on statalist or SJ about
> getting a single test statistic or p-value for the
> interaction term when the variables involved have many
> levels (for example: continuous*categorical). I have
> looked for it but can not findit. Does anyone recall
> this?
I don't recall that discussion but try:
sysuse auto
xi: reg price i.rep78*mpg
test _IrepXmpg_2 _IrepXmpg_3 _IrepXmpg_4 _IrepXmpg_5
which test the hypothesis that all interaction terms are simultaniously
equal to zero
Hope this helps,
Maarten
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