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shahd
Quartz | Level 8

Hi all,

If I have three dummy variables as independent variables in my regression model. Should I include interaction term?

3 REPLIES 3
PGStats
Opal | Level 21

Proc glm, glimmix, genmod and many other regression procs will generate dummy variables for all variables described as class variables. You should add interaction terms to your model if you have the least doubt that there might be some interaction (i.e. that the effect of a variable might not be the same in every category of another variable).

PG
shahd
Quartz | Level 8
Could you please guided me how can I determine if there is interaction between variables