I have an OLS regression with around 1000 observations and created a dummy variable for at least 15 different categories (catholic, muslim, hindu etc). One of the created dummy variables (spiritual) indicates 1 for only a few observations (3). My question is, is it better to leave it in the regression or to merge with another category, e.g. "other religion" which has more observations (30)? Does it matter at all for my regression when I use these dummies as controls?