[R] A regression problem using dummy variables

rlearner309 unixunix99 at gmail.com
Thu Jul 3 00:24:30 CEST 2008


I think it is zero, because you have lots of zeros there.  It is not like
continous variables.



Thomas Lumley wrote:
> 
> On Wed, 2 Jul 2008, rlearner309 wrote:
> 
>>
>> I think the covariance between dummy variables or between dummy variables
>> and
>> intercept should always be zero.  meaning: no sigularity problem??
>>
> 
> No.  You can easily check that this is not true using the cov() function.
> Indicator variables for mutually exclusive groups are negatively
> correlated.
> 
>      -thomas
> 
> 
> 
>>
>> rlearner309 wrote:
>>>
>>> This is actually more like a Statistics problem:
>>> I have a dataset with two dummy variables controlling three levels.  The
>>> problem is, one level does not have many observations compared with
>>> other
>>> two levels (a couple of data points compared with 1000+ points on other
>>> levels).  When I run the regression, the result is bad.  I have
>>> unbalanced
>>> SE and VIF.  Does this kind of problem also belong to "near sigularity"
>>> problem?  Does it make any difference if I code the level that lacks
>>> data
>>> (0,0) in stead of (0,1)?
>>>
>>> thanks a lot!
>>>
>>
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>> ______________________________________________
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> 
> Thomas Lumley			Assoc. Professor, Biostatistics
> tlumley at u.washington.edu	University of Washington, Seattle
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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