[R] GLM: What is a good way for dealing with new factor levels in the test set?

[thuksu]

My training set and my test set have some factor levels that are
different....  It's rare, but it occurs.

What is a good way for dealing with this?

I don't want to throw away the entire row from the data frame, because there
is some valuable information in there.

Is there some way to say something like "use the weighted average
coefficient level for this factor"?



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