1
$\begingroup$

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?

$\endgroup$
0
$\begingroup$

The left-out level has an implied coefficient of 0, with an implied standard deviation of 0. How can I compute the standard error and confidence intervals for the base level on a variable? is a similar question with more details. Also Interpreting coefficient in GLM with categorical explanatory variables

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.