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Fitting Linear Models > Stepwise Regression Models > Models with Crossed, Interaction, or Polynomial Terms
Publication date: 07/24/2024

Models with Crossed, Interaction, or Polynomial Terms

Some stepwise regression models, especially those associated with experimental designs, involve interaction terms. For continuous factors, these are products of the columns representing the effects. For nominal and ordinal factors, interactions are defined by model terms that involve products of terms representing the categorical levels.

When there are interaction terms, you often want to impose a restriction on the model selection process so that lower-order components of higher-order effects are included in the model. This is suggested by the principle of Effect Heredity. See “Effect Heredity” in the Design of Experiments Guide. For example, if a two-way interaction is included in a model, its component main effects (precedents) should be included as well.

See Example of the Combine Rule.

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