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How to test the statistical significance for categorical variable in linear regression?

I need to perform a multiple regression analysis. My dependent variable or "response" is a continuous/quantitative variable. I have several independent variables or "factors" and they are all categorical. I'm wondering what method/software would best suit my needs.

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    $\begingroup$ Can you say more about what you'd like to know? (This question is fairly simple / sparse.) You may also be interested in this recent question. $\endgroup$ – gung - Reinstate Monica Jul 9 '12 at 21:51
  • $\begingroup$ good catch, @gung. I thought this sounded familiar. I voted to close as a duplicate. $\endgroup$ – Macro Jul 9 '12 at 22:06

Ordinary linear regression should be fine for this. A categorical variable can be expressed through a set of dummy variables. In SAS you could use proc reg or proc glm. I am sure that R, STATA, minitab and SPSS also have similar ways to run such a model.

  • $\begingroup$ To add to Michael's reply, in R you can use the lm() function. In Stata, you can use the regress function. $\endgroup$ – jkd Jul 9 '12 at 20:55

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