Re: [R] insignificant factors in regression model

From: Bob Wheeler <bwheeler_at_echip.com>
Date: Thu 07 Apr 2005 - 05:15:56 EST

Weijie Cai wrote:

> Hi list,
>
> I am building a regression model with categorical predictor variable
> coded by treatment contrasts. The summary of the regression model shows
> that some levels are significant while others are not. The significant
> ones show that they are statistically significant from the basis factor
> (at level 0). How do we generally deal with those insignificant levels?
> If they are used for prediction, sometimes they will produce strange
> results because their coefficient estimates have large variances. Do we
> just simply ignore them assuming they are not different from level 0? Or
> do we exclude them in factors (by treating them as zero's) and refit the
> model?
>
> any suggestions?
>
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The fact that an estimated coefficient is not significant does not mean that it is negligible. The lower tail of the F-distribution can be used to help you decide whether or not to omit a term.

-- 
Bob Wheeler --- http://www.bobwheeler.com/
         ECHIP, Inc. ---
Randomness comes in bunches.

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Received on Thu Apr 07 05:20:20 2005

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