[R] A regression problem using dummy variables

Thomas Lumley tlumley at u.washington.edu
Wed Jul 2 16:47:44 CEST 2008

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.


> 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

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