st: Re: creating polynomial expansion

["R.E. De Hoyos" <redeho@hotmail.com>]

Kit,

Thanks for your suggestion, it was what I was looking for.

Rafa 
----- Original Message ----- 
From: "Kit Baum" <baum@bc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, May 22, 2006 11:01 PM
Subject: st: creating polynomial expansion



> Rafa said
>
> What I am doing is to create the variables: x^2 , x^3 , z^2 and z^3  
> and then
> I am creating all possible interactions (without including those ones  
> within
> the same variable, e.g. x * x^2). In a second step I regress these  
> variables
> against "y". The procedure gets quite unmanageable with three  
> variables and
> higher order polynomials.
>
> I am wondering if there is a code that generates the variables of the
> polynomial expansion, or if there is a way to program this (perhaps  
> there is
> something in Mata that I am not aware of).
>
>
>
> The code for whitetst (ssc type whitetst.ado) does something quite  
> similar for squares and cross-products (including the pruning  
> necessary if your varlist includes, e.g., x and x^2). You could  
> readily adapt it to handle cubes.
>
>
> Kit Baum, Boston College Economics
> http://ideas.repec.org/e/pba1.html
>
>
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