-help xi- will show how to do you what you want. You can probably automate
the exercise, too, with a couple of -foreach- or -for- loops.
You'll need to stay aware whether one or both the predictor variables are
continuous in each instance of the many different interaction terms that
you're exploring, since -xi-'s syntax will be slightly different from the
case in which they are both categorical.
Joseph Coveney
Tewodaj Mogues wrote:
>I have a simple question. Suppose I want to include in a regression the
>interaction term x1*x2, where x1 and x2 are two variables. Is there any way
>for me to NOT have to first create a new variable, say by typing
>
>gen x1_x2 = x1*x2 ?
>
>I tried running a regression that looks like
>
>regress y x1*x2 x3 x4
>
>but that gives an error message. The problem is that I want to try out many
>different interaction terms with existing variables, and having to create
>new variables in the above fashion is really a big bother.
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