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Variable Combinations in Regression

On Jan 8, 2010, at 3:26 PM, Richardson, Patrick wrote:

            
The formula syntax allows that.

y ~ (x1 + x2 + x3 + x4 + x5)^2   for instance,  would give you all 5  
of the main effects and the ten two way interaction estimates. With  
the "exponent set to three you also get the three way interactions  
(although I have never tried this particular level of dredging.)  
Unless you have scientific arguments for higher level interactions,  
they are a major threat to interpretability and validity as well as a  
threat to convergence.

(With 8 variables you are going to experience a combinatorial  
explosion: 28 two-way terms, 56 3-way, 70 4-way and then down the  
other side of Pascal's triangle.)