topic Categorical variables have an identical level in Statistical Procedures

Categorical variables have an identical level

bncoxuk — Tue, 15 Nov 2011 19:21:19 GMT

I have a tricky question regarding a dataset. The dataset has 4 categorical variables with various categories. The trick thing is that they have one identical level (ie. 100% percectly correlated for this level).

This caused a problem for running a linear model. SAS said the matrix is singular and the estimate is not unique.

Is there any good idea to deal with this level?

Thanks in advance.

Categorical variables have an identical level

art297 — Tue, 15 Nov 2011 20:44:14 GMT

Are you saying that, for one variable, every record has the same value and/or that everyone in the same group has the same value? If so, why not just drop that variable from your analysis?

Categorical variables have an identical level

Rick_SAS — Tue, 15 Nov 2011 21:10:14 GMT

I'm going to guess that all variables in the model are class variables and that the "problem" is a note that says:

Note:

The X'X matrix has been found to be singular, and a generalized inverse was used to solve the normal equations. Terms whose estimates are followed by the letter 'B' are not uniquely estimable.

If so, there's nothing wrong with your model or data. You just need to understand how to interpret the parameter estimates. See this usage note: http://support.sas.com/kb/22/585.html

If this isn't the problem, post the error message that you get.

Categorical variables have an identical level

bncoxuk — Wed, 16 Nov 2011 15:01:38 GMT

Thanks for your suggestion, art297.

The variables are not 100% perfectly correlated. Just a level of them. So I cannot remove variables.

I found a way to deal with that:

1) recode the levels of variables into 0, -1, 1 (effect coding);

2) Only keep one of the correlated levels in the final model.