Ernest,
I have not been able to use xi to create continuous*continuous
interactions on the fly. I don't think xi does this from the
description. It does cat*cont though. Desmat works with its own
notation, but I've written with pen and paper the following program and
would like some comments. The program is meant to create all two way
interactions for a given set of continuous variables (e.g., a b c d):
* all two way interactions
program define atwi
syntax varlist (min 2 numeric)
local t = total number of variables <-- how do I get this?
tokenize `varlist'
for numlist j = 1(1)`t'-1 {
for numlist k = `j'+1(1)`t' {
generate ``j''x``k'' = ``j''*``k''
}
}
end
given a command like:
. atwi a b c d
it should kind of go through the loops to get:
j k generate
1 2 axb
3 axc
4 axd
2 3 bxc
4 bxd
3 4 cxd
and then I could type
atwi a b c d
regress Y a b c d a* b* c*
to get what I want, which is really a general linear test on adding all
nway interaction at a certain level.
Any comments welcome before I try it out with a do file.
-Dave
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.
*
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