After seeking clarification about linear model coefficients over here I have a follow up question concerning non-signficant (high p value) for coefficients of factor levels.
Example: If my linear model includes a factor with 10 levels, and only 3 of those levels have significant p values associated with them, when using the model to predict Y can I choose to not include the coefficient term if the subject falls in one of the non-signficant level?
More drastically, would it be wrong to lump the 7 non-significant levels into one level and re-analyze?