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  • higher polynomial

    1) Y= X1+ X1*X1+X2 + X1*X2 + (X2)*(X1*X1) i.e. adding not only the interaction with the low level X1 but also the interaction with the quadratic term X1*X1.
    2) Y= X1+ X1*X1+X2 + X1*X2 i.e. just adding the interaction between X2 and the lower level of X1.

    x1 is a continuous var the child's health whereas x2 is gender.
    y is a dummy variable so this is a probit model.
    im actually trying to capture non linear relationship and would it be necessary to include "the quadratic term interacted with the gender variable"
    what if i dont?

    and yes im using factor variables

  • #2
    Natasha:
    to code in Stata-ish waht you're after, you should do something like:
    Code:
    probit Y c.X1##c.X1##i.X2
    Kind regards,
    Carlo
    (StataNow 18.5)

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