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rolando2
rolando2
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I'm really not sure what the answer would be in the absence of crossvalidation. But if we are crossvalidating, and we find that, say, one ethnic group out of 6 is substantially different from the others wrt Y, I can't seem to see anything wrong with using only that group's dummy variable in the followup equation. If membership/nonmembership in that group, and none other, is helping to predict the outcome (or to explain it, for that matter), why gummy up the equation with a bunch of unhelpful predictor dummies, which would only figure to add noise to the prediction?

I'm really not sure what the answer would be in the absence of crossvalidation. But if we are crossvalidating, and we find that, say, one ethnic group out of 6 is substantially different from the others wrt Y, I can't seem to see anything wrong with using only that group's dummy variable in the followup equation. If that group, and none other, is helping to predict the outcome (or to explain it, for that matter), why gummy up the equation with a bunch of unhelpful predictor dummies, which would only figure to add noise to the prediction?

I'm really not sure what the answer would be in the absence of crossvalidation. But if we are crossvalidating, and we find that, say, one ethnic group out of 6 is substantially different from the others wrt Y, I can't seem to see anything wrong with using only that group's dummy variable in the followup equation. If membership/nonmembership in that group, and none other, is helping to predict the outcome (or to explain it, for that matter), why gummy up the equation with a bunch of unhelpful predictor dummies, which would only figure to add noise to the prediction?

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rolando2
rolando2
  • 12.9k
  • 1
  • 44
  • 66

I'm really not sure what the answer would be in the absence of crossvalidation. But if we are crossvalidating, and we find that, say, one ethnic group out of 6 is substantially different from the others wrt Y, I can't seem to see anything wrong with using only that group's dummy variable in the followup equation. If that group, and none other, is helping to predict the outcome (or to explain it, for that matter), why gummy up the equation with a bunch of unhelpful predictor dummies, which would only figure to add noise to the prediction?