Interaction between two variables
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Dear Gretl users,
I'm trying to introduce an interaction in the next script.
ols SPEC const Var1 Var2 COV1 COV2 COV3 COV4 COV5 COV6 COV7
I like to introduce the interaction between Var1 and Var2. What is the
correct code?
Var1 is a two-levels factor and Var2 is a continuous predictor. SPEC is the
response variable and COV1...7 are control covariates.
Thank you very much.
Regards
(And I'm sorry, my English is bad)
Juan
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Am 07.06.2013 17:51, schrieb Juan S. Sánchez Oliver:
Dear Gretl users,
I'm trying to introduce an interaction in the next script.
ols SPEC const Var1 Var2 COV1 COV2 COV3 COV4 COV5 COV6 COV7
I like to introduce the interaction between Var1 and Var2. What is the
correct code?
Var1 is a two-levels factor and Var2 is a continuous predictor. SPEC is
the response variable and COV1...7 are control covariates.
Sorry Juan,
this is too gretl-unspecific for my taste. Do yo think you would be able
to specify an interaction effect in *any* econometrics software package?
Good luck and sorry again,
Sven
Am 07.06.2013 17:51, schrieb Juan S. Sánchez Oliver:
Dear Gretl users,
I'm trying to introduce an interaction in the next script.
ols SPEC const Var1 Var2 COV1 COV2 COV3 COV4 COV5 COV6 COV7
I like to introduce the interaction between Var1 and Var2. What is the
correct code?
Var1 is a two-levels factor and Var2 is a continuous predictor. SPEC
is the response variable and COV1...7 are control covariates.
Thank you very much.
Try the new interaction operator '^'. You find infos
on page 96 of the
user-guide:
"In gretl you can do
list H = D ^ Z
where D is a list of discrete series (or a single discrete series), Z is
a list (or a single series)1; all the
interactions will be created and listed together under the name H.
An example is provided in script 13.1"
Regards
(And I'm sorry, my English is bad)
Juan
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Juan S. Sánchez Oliver -
Pindar -
Sven Schreiber