![]() ![]() When I say the “manual” approach in Python, I actually mean “quite a bit less manual” than Excel. Specifically: we typically need to change the granularity of the variable to provide more generalizable results. I am partial to the manual approach because dealing intelligently with categorical variables in real-world data almost always involves significant work. In Python, we can use either the manual approach (create a matrix of dummy variables ourselves) or the automatic approach (let the algorithm sort it out behind the scenes). R: We converted the variable to a factor data type and let R construct the n-1 dummy columns behind the scenes SAS Enterprise Guide: We used the recoding functionality in the query builder to add n-1 new columns to the data set Recall how we have dealt with categorical explanatory variables to this point:Įxcel: We used IF statements and other tricks to create n-1 new columns in the spreadsheet (where n is the number of values in the categorical variable) This might indicate that there are strong multicollinearity or other numerical problems. Notes: Standard Errors assume that the covariance matrix of the errors is correctly specified. ![]() Running the standardized regressionĩ.10.1. Creating standardized input matricesĩ.9.2. Standardized regression coefficientsĩ.9.1. Restricting variables in the scatterplot matrixĩ.9. Adding the dummy columns to the existingĩ.5.2. ![]()
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