Timeline for R: Automatically group the insignificant dummy levels and re-fit the model
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Aug 25, 2017 at 1:36 | comment | added | Matthew Drury | @Kanak Stepwise regression does not operate on a principle, it operates on a rule of thumb. By dropping or grouping variables you are claiming, with 100% confidence, that you wish to override the data and claim that the effect of the variable is zero (or the same as the effect of some other variable). A hypothesis test, which is based on the assumption that the effect is zero, can, by fiat of this assumption, give no evidence that the effect actually is zero. Dropping variables based on p-values is wrong, and a simple abuse of a statistic because the abuse is convenient. | |
| Aug 25, 2017 at 1:30 | comment | added | keepAlive | @Kodiologist. He should leave them in the model ? What if Sunday is spuriously significant because of the inclusion of other dummies ? I mean, OP's first aim is about getting insights about weekday effects and, very likely, about their significance as well. If one assumes that this would not change the significance of the other variable, would it be incorrect to drop them ? (Without ceteris paribus significance) this is the principle in backward stepwise. | |
| Aug 24, 2017 at 20:09 | comment | added | Scortchi♦ | (+1) Also merging other days with Friday (selected as reference because it's the first alphabetically) is quite arbitrary. | |
| Aug 22, 2017 at 21:05 | comment | added | kjetil b halvorsen♦ | Look into fused lasso (search this site) | |
| Aug 22, 2017 at 17:54 | comment | added | Kodiologist | @MeiNanZhu Since you want to know how they're related to the dependent variable, you should leave them in the model. | |
| Aug 22, 2017 at 17:49 | comment | added | MeiNan Zhu | Thank you for the comments, then based on the results I posted, what action you will take? Will you discard the insignificant dummies? Will you still leave them in the model to address the effects from those weekdays? or anything else? | |
| Aug 22, 2017 at 17:24 | history | answered | Kodiologist | CC BY-SA 3.0 |