[R] keeping interaction terms

From: Christian Jones <ccatj_at_web.de>
Date: Sat 08 Oct 2005 - 19:50:31 EST

Hello,<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o:p></o:p>

while doing my thesis in habitat modelling Ive come across a problem with interaction terms. My question concerns the usage of interaction terms for linear regression modelling with R. If an interaction-term (predictor) is chosen for a multiple model, then, according to <?xml:namespace prefix = st1 ns = "urn:schemas-microsoft-com:office:smarttags" /><st1:place w:st="on">Crawley</st1:place> its single term has to be added to the multiple model: lrm(N~a*b+a+b).<o:p></o:p>

This nearly always leads to high correlation rates between the interaction term a*b and its single term a or b. With regards to the law of colinearity modelling should not include correlated variables with an Spearman index >0,7. Does this mean that the interaction term has to be discarded or can the variables stay within the model when correlated? I do not necessarily want to do a PCA on this issue.<o:p></o:p>

Thanks for helping<o:p></o:p>

Christian<o:p></o:p>

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