3k views

Is it advisable to drop certain levels of a categorical variable? [duplicate]

Let's say that I have one categorical variable with six levels, and I then create five indicator variables in order to represent the six levels. If two of the five variables are insignificant, then do ...
5k views

What to do with dummy variable that is not significant? [duplicate]

I´m running a binary logistic regression to predict the purchase probability for a product. My model contains mostly dichotomous and categorical variables. One variable, let´s say "decision maker", ...
2k views

If a factor variable is to be dropped in model selection, should all levels be dropped simultaneously? If so, why? [duplicate]

In answer to a previous question factor pooling in model selection was discussed. If a factor or categorical variable is to be dropped in model selection, should all levels be dropped simultaneously? ...
2k views

GLM and categorical variable R - remove one category [duplicate]

I am currently running quasipoisson models with a continuous response variable and 13 covariates. I am using glm() and summary()....
920 views

How to Interpret p-value for categorical variable in multiple linear regresion? [duplicate]

I have a query on how to interpret the result for multiple regression with categorical variables. I have categorical variable called Stay_In_current_city_years which has 5 levels. After running the ...
208 views

How to drop certain values for a factor variable while fitting a GLM? [duplicate]

My response var is a binary variable. In the predictor variable i have a type variable with levels as l1,l2,l3,l4. And when i run a logit (glm(redonse ~ type, family = "binomial"), Some levels of type ...
106 views

R - Analysis of a Qualitative Predictor with 30 levels [duplicate]

I'm running a multiple linear regression in R. In my linear regression I have 'country' as a qualitative predictor, which dramatically increases the adjusted R^2 value, and lowers my BIC. I want to ...
50 views

R linear regression - how to handle when some factors significant while others aren't [duplicate]

I'm playing with the Titanic data set, and trying to figure out what to do about the results I got from a lm that predict the age of the passenger. How should I handle the Cabin values? Some Cabin ...
43 views

What to do with statistically insignificant dummy/categorical variables? [duplicate]

From the research I've done the common answer is that you can not remove insignificant dummy variables from a regression. I'm having a hard time finding academic papers or books that back up this ...
35 views

Does it make sense to only drop a specific level of a categorical variable? [duplicate]

I don't have SAS and the dataset with me, so I made up this table (from my memory). Basically this is what I got: After deciding to leave the variable $age$ and $risk$ in my model, I created this ...
32 views

Dropping dummies from regression by putting them into the reference group [duplicate]

I have the following result of a logistic regression: ...
31 views

GLM Logistic regression in R: one category is significant, but others are not. Should I drop the variable? [duplicate]

so I am using GLM for logistic regression in R and I have some variables with many factors. I ran the model and has the result like this: My question is: 1. Is this variable significant? ...
94k views

Algorithms for automatic model selection

I would like to implement an algorithm for automatic model selection. I am thinking of doing stepwise regression but anything will do (it has to be based on linear regressions though). My problem ...