[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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>
> Thomas Lumley Assoc. Professor, Biostatistics
> tlumley at u.washington.edu University of Washington, Seattle
>
> ______________________________________________
> R-help at r-project.org mailing list
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> 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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