Issue: I am trying to make a highly non-linear model using OLS regression. I like OLS because I like using the Adjusted R-Square as a means to know if I’m overfitting; as opposed to relying on other modeling techniques that don’t have a good overfitting metric. I also like using a scaled estimated table to explain which factors (and interactions) matter more than others. The issue is there’s no macro which incorporates higher order terms with higher order interactions e.g. an X1^2*X2^3 term. Right now I have to manually build them by using the “cross” button.
Suggestion: Make similar macros for higher order terms combined with higher order interaction terms or maybe just one macro that understands how many levels you have for each continuous factor and just does them all in one shot. It would be a lot easier to remove factor combinations from the model dialogue than to add specific ones.