Consider two variables sex and age, where sex is treated as categorical variable and age is treated as continuous variable. I want to specify the full factorial using the non-interacted age-term as baseline (the default for sex##c.age is to omit one of the sex-categories).
The best I could come up with, so far, is to write out the factorial manually (and omitting `age' from the regression):
reg y sex#c.age i.sex
This is mathematically equivalent to
reg y sex##c.age
but allows me to directly infer the regression coefficients (and standard errors!) on the interaction term sex*age for both genders.
Is there a way to stick to the more economic "##" notation but make the continuous variable the omitted category?
(I know the manual approach has little overhead notation in the example given here, but the overhead becomes huge when working with triple-interaction terms).
Not a complete answer, but a workaround: One can use `lincom' to obtain linear combinations of coefficients and standard errors. E.g., one could obtain the combined effects for both sexes as follows:
reg y sex##c.age
forval i = 1/2 {
lincom age + `i'.sex#c.age
}