interaction term in regression

mei — Tue, 26 Jun 2012 05:47:42 GMT

Dear all

I wish to add an interaction term between 2 variables into my regression model, how do i write the codes?

Original

proc reg data=test2;

model y = x1 x2 x3

add in a new variable of which variable x1 interact with variable x4.

Thanks

meiyee

Re: interaction term in regression

SteveDenham — Tue, 26 Jun 2012 11:05:12 GMT

If you are committed to proc reg, rather than the many other linear modeling procs, you will have to create the interaction variable in a data step. You will probably have to do something like:

data test3;

set test2;

x1_x4=x1*x4;

run;

proc reg data=test3;

model y = x1 x2 x3 x4 x1_x4;

Hope this gets at what you are trying to accomplish.

Steve Denham

topic interaction term in regression in SAS Procedures

interaction term in regression

Re: interaction term in regression