Handling interactions in StataHandling interactions in …
https://www.stata.com/meeting/germany12/abstracts/desug12_royston.pdf
WebInteractions – general concepts. General idea of a (two -way) interaction in multiple regression is effect modification: η(x 1, x ) = f (x ) + f (x ) + f. 2 1 1 2 2 (x. 3 1, x ) 2. Often, η(x1,x 2) = E(Y | x1,x 2), with obvious extension to GLM , Cox regression , etc. Simplest case: η(x1,x 2) is linear in the x’s and.
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