We are fitting a model where we have predictors that belong to three classess: exposures, demographics, expected covariates and covariates. The procedure works well. However, covariate:covaraite interactions are selected, which are hard to interpret.
We would like to restrict interactions to exposure:exposure interactions and exposure:demographics interactions.
I did try defining the complete model with allowable interactions specified. However, there were to many interactions (350) and not enough data to run the procedure.
Is it possible to restrict the number of interactions to a subset?
MATLAB ver 7.14; Statsitics toolbox 8.0