[R] insignificant factors in regression model

[Bob Wheeler]

Weijie Cai wrote:

> Hi list,
> 
> I am building a regression model with categorical predictor variable 
> coded by treatment contrasts. The summary of the regression model shows 
> that some levels are significant while others are not. The significant 
> ones show that they are statistically significant from the basis factor 
> (at level 0). How do we generally deal with those insignificant levels? 
> If they are used for prediction, sometimes they will produce strange 
> results because their coefficient estimates have large variances. Do we 
> just simply ignore them assuming they are not different from level 0? Or 
> do we exclude them in factors (by treating them as zero's) and refit the 
> model?
> 
> any suggestions?
> 
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The fact that an estimated coefficient is not significant does not mean 
that it is negligible. The lower tail of the F-distribution can be used 
to help you decide whether or not to omit a term.


-- 
Bob Wheeler --- http://www.bobwheeler.com/
         ECHIP, Inc. ---
Randomness comes in bunches.