Create varlist with categorial interactions for lasso

[Pauline Mattsson]

Hi I am preparing my data for carrying out Lasso and I dont understand how I can create interactions between my categorial variables in the categorial list I created?
I first create a list with my 2 continous variables
vl create cont = (age ln_cit_tot)
Then a list with my 64 categorial variables incl. dummies
vl create cat = (x1, x2, x3....x64)
Then I do my entire list
vl substitute myvarlist = i.fact cont i.fact#c.cont
However this does not include the interactions between all variables in cat (x1#x2 x1#x3 x2#x3.....)

How can I make sure that I also include the interactions between the categorials in my variable list?
Thanks

[Andrew Musau]

I think you will need tuples from SSC to create such combinations. I do not know any operation that will do that automatically.

*ssc install tuples, replace
macro drop _all
*ASSUME VARNAMES ARE x1-x5
tuples x1 x2 x3 x4 x5, max(2) min(2)
*GENERATE COMBINATIONS
forval i= 1/`ntuples'{
    local list "`list' `=subinstr("`tuple`i''", " ", "#", .)'"
}

Res.:

. di "`list'"
 x4#x5 x3#x5 x3#x4 x2#x5 x2#x4 x2#x3 x1#x5 x1#x4 x1#x3 x1#x2

[Pauline Mattsson]

Thanks a lot this worked. One more question if I now want to add this interaction list (called allint) with my categorical list (called cat) and continuous list (called cont) and create a new list called factors how do I proceed?
vl create factors = cat + cont + ??

[Andrew Musau]

local wanted= "$cat"+ " "+ "$cont"+ " " + "`allint'"
display "`wanted'"

[Pauline Mattsson]

Hi again so when I run the regression with the allint I still dont get all the interactions. For example:
logit sback_no $cont $cat "`allint'"
I only get that (all interactions listed i.e env_persist#grp_at) not allowed
I will run it with a dslogit but just trying the normal logit

Sorry for me not understanding..

[Andrew Musau]

You need double quotes for displaying the contents of a local or global. Within an estimation command e.g., logit, you omit them as you have done for your globals.

logit sback_no $cont $cat `allint'