re: st: interactions

[David Airey <david.airey@vanderbilt.edu>]

> Original question
> > >> What's the easiest way to generate all [n-way] interactions
> > >> when you have many continuous variables to predict a continuous
> > >> response?
>
> On Thu, 26 Jun 2003, David Airey wrote:
> > 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.
>
> Do cont*cont interactions make sense?  It is often an act of faith 
> that a
> unit increase in X_i produces a Beta_i increase in Y and that the Betas
> are additive.  It seems wildly optimistic that a k increase in X_i
> together with an l increase in X_j should give the same additional
> increase as an l increase in X_i with a k increase in X_j.
>
> This seems in general an approach based on having columns of figures 
> so a
> computer will always do the arithmetic, whether or not the sum is
> justified.

I'm guilty of that last criticism.

Is the reason xi was designed to give the interactions it does based on 
any truth to your criticism?

-Dave

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