Re: Stepwise with categorical variables


Blas Navarro wrote:
> Hi all. I would like to estimate a predictive linear regression model
> with 5 predictors. One predictor is categorical (socioeconomic
> status-SS) with 3 categories, so I generate 2 dummy variables: SS1 and
> SS2.
> The problem appears when using STEPWISE regression with the procedure
> REGRESSION of SPSS, because this method of selection does not take into
> account that the 2 dummy variables must go together in any candidate
> model.
> Does anyone how to solve this problem working with SPSS (I know other
> software make the dummy decomposition automatically so there is no
> problem).

Stepwise is almost always a bad idea, regardless of whether your
predictors are categorical or continuous. There has been lots written
in these newsgroups about this, do a search and you will find some of
the reasons.

--
Paige Miller
paige.miller@xxxxxxx

.

Relevant Pages

  • Re: stepwise regression by GENSTAT
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  • Re: Questions about square errors
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  • Re: Enter versus forward method for linear regression
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  • Re: Collinearity, confidence intervals and sampling
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