As stated here (http://www.ats.ucla.edu/stat/stata/library/sg124.pdf), interaction or effect modification...is performed by including and evaluating the significance of second or higher order terms involving the two or more variables that are postulated to possibly modify their respective effects.
I´m trying something similar with clogit() in R but have not found much info about it in the web, except this link (https://stackoverflow.com/questions/20977401/coxph-x-matrix-deemed-to-be-singular) talking about the problems/errors found when using interaction terms with the function coxph(). Since clogit() is a wrap-up of coxph(), I thought this could be useful.
