Using every level of a categorical array in a regression
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I am trying to run a regression, where instead of a constant term I would like to include every level of a categorical array. I know, that the results will be numerically the same either way, the main reason why I want to do this is convenience (it is part of a larger estimation procedure).
I would like to ask You if there is a way to do it when estimating a GLM model.
Thanks in advance,
Tom Lane on 12 Sep 2015
You could try using the DUMMYVAR function to generate indicator variables for each of your categories, then omit the constant term. If you supply the categorical variable directly as a predictor, MATLAB always omits one of the categories.