I have a quick question regarding dummies for a regression that I am running.
I am running regressions of responses to a survey question about health on a vector of independent variables (e.g., unemployment, age, income). I am also considering including controls for the month in which individuals were interviewed. I expect that responses to the survey question about health might vary seasonally.
My "month of interview" variable is a continuous variable that runs from 1-12 (based on the actual month of interview). Would it make the most sense to include this variable in my regression as a continuous variable, or to include 11 "month" dummies? On the one hand, if I use the month variable as a continuous variable, I can still pick up long-range patterns ("beginning of year" vs. "end of year"). On the other hand, the month dummies might be more informative. However, they would make my regression output table long and unwieldy.
Alternatively, I could alter the month dummy into a four-category dummy with four seasons.
Any advice is greatly appreciated!