Hi everyone,

I'm trying to fill a table with each line representing the explanatory power of a particular part of my model (such as fixed effects, independent variables, the residuals...), that is, the variance of this specific part divided by the variance of the model.
Independant variables Var(xb)/Var(model)
Fixed effect 1 Var(fe1)/Var(model)
Residuals Var(residuals)/Var(model)
Interaction term ?
I am trying to find the last cell of column 2, that is, the explanatory power of an interaction term that I'd like to isolate from the predicted xb.

So what I do is that I use the command from SSC -reghdfe- to store my fixed effects in a variable, as well as the command -predict- to save the xb and the residuals in a variable.

Code:
reghdfe y var1 var2 var3 i.var4##i.var5, absorb(fe1 fe2, savefe) resid
predict xb, xb
predict residuals, r
Then I summarize the different variables I obtained to fill the table with my data:

Code:
sum xb
display r(Var)/`variance'

sum __hdfe1__
display r(Var)/`variance'
* __hdfe1__ is obtained with the savefe option
with `variance' being the model's variance defined in a local previously.

Now my problem is that xb is for all the independent variables, including the interaction term. How can I possibly isolate the variance of the different levels of the interaction term to fill the last cell of the table? My lead so far has been to generate manually a variable representing the interaction term between var4 and var5 and to put it in the fixed effect option in the regression, but it seems that the command xi generates an important quantity of variables for each combination of var4 and var5. I'm not sure this is what I want. Apologies if my post isn't clear (and it probably is!). I can explain further if needed.