This seems like data snooping. You will have 435 products. Have you
considered how you will use these? If you use a Bonferroni on
significance tests, you will need to be less than 0.00011 (.05/435) to
even get a little excited. You might consider defining some specific
interactions of interest.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jean-Gael
Collomb
Sent: Wednesday, September 09, 2009 8:13 AM
To: [email protected]
Subject: st: Creating interaction terms of 30 continuous variables
Hello,
I am trying to explore all possible interaction terms in my dataset
and I am not sure how to do this efficiently using stata. I have about
30 continuous variables. It seems that xi is limited to non
continuous variables and xi3 does not seem to work for 30 variables,
unless I am doing something wrong. I came up with a solution using
"foreach" to generate all the interactions terms and then try them in
a regression model:
foreach x of varlist var1-var30 {
foreach y of varlist var1-var30 {
generate `x'X`y'=`x'*`y'
}
}
The first problem I have is that this created duplicates (i.e.
var1Xvar2 is the same as var2Xvar1). Furthermore, I feel it is a
cumbersome way to do it, and I wonder if there is a more efficient way
to generate all possible pair interaction terms or better yet to have
an exploratory regression models testing all these pairs out and
selecting the best model. I saw someone someone doing something
similar very quickly in NCSS and I was hoping I could do the same in
STATA.
Thanks for your feedback.
Jean-Gael "JG" E. Collomb
PhD candidate
School of Natural Resources and Environment / School of Forest
Resources and Conservation
University of Florida
[email protected]
[email protected]
+1 (352) 870 6696
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