I have an equation like y ~ x1 + x2 + x3 + x4
where the first 3 variables are categorical and the last one is continues. I want to identify the coefficients for all levels of these categorical variables. As you know, fitting OLS, I get one level for each variable as the base and the coefficients for the other levels are deviations from that base. I tried fitting 3 different specifications where I drop the intercept and estimate a coefficient for all of the levels in one of the categorical variables. I was hoping to use the results to solve the system of equations implied by those fits but it failed. Any suggestions for this problem?
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user