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I have now updated the core of asdocx. It handles the interaction terms in a graceful manner. Following are few examples.
asdocx_update webuse nhanes2b * Interaction of continuous variables asdocx reg hgb hdresult c.tgresult#c.weight , nest replace abb(.) asdocx reg hgb hdresult c.tgresult#c.hct , nest abb(.)* Interaction of continuous and factor variables asdocx reg hgb hdresult c.tgresult#i.sex , nest replace abb(.) asdocx reg hgb hdresult c.tibc#i.sex , nest abb(.)Table: Regression results
(1) (2) hgb hgb hdresult -0.019*** -0.016*** (0.002) (0.001) tgresult × weight 0*** (0) tgresult × hct 0*** (0) Intercept 14.951*** 14.575*** (0.096) (0.096) Observations 4222 4222 R\super2 0.08 0.107 Table: Regression results
(1) (2) hgb hgb hdresult -0.013*** -0.009*** (0.001) (0.001) sex × tgresult 0.004*** (0) Female × tgresult -0.003*** (0) sex × tibc 0.004*** (0) Female × tibc 0 (0) Intercept 14.79*** 14.076*** (0.09) (0.09) Observations 4222 8720 R\super2 0.23 0.322