gllamm and interactions

[Jen Ward]

Hi All,

I would like to include an interaction term in my -gllamm- model but I just got an error message saying interactions are not allowed:

xi: gllamm out i.pred##i.time, family(binomial) link(log) i(id)

My interaction is between 2 categorical variables (coded as 0 and 1) - how can I build it?

Thank you!

[Andrew Musau]

gllamm is from SSC, as you are asked to explain (FAQ Advice #12).

xi: gllamm out i.pred##i.time, family(binomial) link(log) i(id)

"##" is factor variable notation and gllamm predates this. You wouldn't be using the -xi- prefix otherwise. Consult the -xi- documentation on how to specify interactions or create the interactions by hand.

help xi

xi expands terms containing categorical variables into indicator (also called dummy) variable sets by creating new variables and, in the second syntax (xi: any_stata_command), executes the specified command with the expanded terms. The dummy
variables created are

i.varname creates dummies for categorical variable varname

i.varname1*i.varname2 creates dummies for categorical variables varname1 and varname2: all interactions and main effects

i.varname1*varname3 creates dummies for categorical variable varname1 and continuous variable varname3: all interactions and main effects

i.varname1|varname3 creates dummies for categorical variable varname1 and continuous variable varname3: all interactions and main effect of varname3, but no main effect of varname1

[Jen Ward]

Thanks Andrew Musau - your response is very helpful!