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st: xi3 and two interactions


From   "Raoul C Reulen" <r.c.reulen@bham.ac.uk>
To   "statlist (E-mail)" <statalist@hsphsun2.harvard.edu>
Subject   st: xi3 and two interactions
Date   Wed, 29 Mar 2006 11:49:16 +0100

Hi,

I have two interaction terms in my linear regression model, which looks like this:

xi: reg y i.x1*i.x2 i.x1*i.x3

so, the first term in each interaction is x1. I would like to include the main effect of x1 in the interaction term.
Normally, with only one interaction, I do this with .xi3 like this

xi3: reg y i.x1@i.x2 

If I use xi3 in the first model then it looks like this:

xi3: reg y i.x1@i.x2 i.x1@i.x3

but now I still have to use .lincom to calculate every linear combination of x1 that is possible. 
Is there an easier way to do this?

Thanks,

Raoul

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