Modelling interactions with continuous variables

Background: In regression models continuous variables are often either categorized or linearity is assumed. However, both approaches can have major disadvantages and modelling non-linear functions may improve the fit. Methods: The multivariable fractional polynomial (MFP) approach determines simultaneously a suitable functional form and deletes uninfluential variables (Royston & Sauerbrei, 2008, Sauerbrei et al, 2007a). Extensions of MFP have been developed to investigate for interactions of continuous covariates with treatment (or more generally with a categorical variable, MFPI) and for two continuous covariat…