Re: [R] A regression problem using dummy variables

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Wed, 02 Jul 2008 07:47:44 -0700 (PDT)


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

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