statistics - Why does regression in R delete index 1 of a factor variable? -


this question has answer here:

i trying regression in r using lm , glm function.

my dependent variable logit transformed data based on proportion of events on non-events within given time period. dependent variable continuous whereas independent variable factor variable or dummies.

i have 2 independent variables can take values of

  • year year m, year variable
  • month j month n, month variable

the problem whenever run model summaries results april(index 1 month) , 1998 (index 1 year) not within results... if change april let's "foo_bar", august missing...

please help! frustrating me , not know how search solution problem.

if r create dummy variable every level in factor, resulting set of variables linearly dependent (assuming there intercept term). therefore, 1 factor level chosen baseline , has no dummy generated it.

to illustrate this, let's consider toy example:

> data <- data.frame(y=c(2, 3, 5, 7, 11, 25), f=as.factor(c('a', 'a', 'b', 'b', 'c', 'c'))) > summary(lm(y ~ f, data))  call: lm(formula = y ~ f, data = data)  residuals:    1    2    3    4    5    6  -0.5  0.5 -1.0  1.0 -7.0  7.0   coefficients:             estimate std. error t value pr(>|t|)   (intercept)    2.500      4.093   0.611   0.5845   fb             3.500      5.788   0.605   0.5880   fc            15.500      5.788   2.678   0.0752 . --- signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1   residual standard error: 5.788 on 3 degrees of freedom multiple r-squared: 0.7245, adjusted r-squared: 0.5409  f-statistic: 3.945 on 2 , 3 df,  p-value: 0.1446

as can see, there 3 coefficients (the same number of levels in factor). here, a has been chosen baseline, (intercept) refers subset of data f a. coefficients b , c (fb , fc) differences between baseline intercept , intercepts 2 other factor levels. intercept b 6 (2.500+3.500) , intercept c 19 (2.500+15.500).

if don't automatic choice, pick level baseline: how force r use specified factor level reference in regression?


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