GENINTERACT: Stata module to generate N-way interaction terms

Chao Wang ()
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Chao Wang: Faculty of Health, Social Care and Education, Kingston University

Statistical Software Components from Boston College Department of Economics

Abstract: This program generates N-way interaction terms for a set of variables. While this program works for any numerical variable list, it is particularly useful for polynomials. It has been shown that neural networks (NNs) are essentially polynomial regression models and the latter has advantages such as fewer turning parameters and convergence issues. While polynomial terms for an individual variable can be generated fairly easily using fp generate in Stata, it is less straightforward to generate interaction terms, especially for large number of predictor variables. This program aims to facilitate this by quickly generating interactions with desired level of complexity.

Language: Stata
Requires: Stata version 13.1
Keywords: interaction; polynomial regression; neural networks (search for similar items in EconPapers)
Date: 2018-10-01
Note: This module should be installed from within Stata by typing "ssc install geninteract". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/g/geninteract.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/geninteract.sthlp help file (text/plain)

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