title: Hierarchical modeling categorical variable interactions in PyMC3
body: <p>I'm attempting to use PyMC3 to implement a hierarchical model with categorical variables and their interactions. In R, the formula would take the form of something like:</p>
  
  <pre><code>y ~ x1 + x2 + x1:x2
  </code></pre>
  
  <p>However, on the tutorial <a href="https://pymc-devs.github.io/pymc3/GLM-hierarchical/#partial-pooling-hierarchical-regression-aka-the-best-of-both-worlds" rel="nofollow">https://pymc-devs.github.io/pymc3/GLM-hierarchical/#partial-pooling-hierarchical-regression-aka-the-best-of-both-worlds</a> they explicitly say that glm doesn't play nice with hierarchical modeling yet.</p>
  
  <p>So how would I go about adding the x1:x2 term? Would it be a categorical variable with two categorical parents (x1 and x2)?</p>