Re: [R] A regression problem using dummy variables

From: rlearner309 <unixunix99_at_gmail.com>
Date: Wed, 02 Jul 2008 15:24:30 -0700 (PDT)

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
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>
>
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Received on Thu 03 Jul 2008 - 00:14:11 GMT

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