Some levels of categorical variables? Or the variable itself? Those are two different issues.
If it's just a level per categorical variable, it's usually because that's the reference level. When you dummy code a variable that has 3 levels, you need 2 dummy variables only. The third gets rolled into the intercept. This is because you only need two data points to figure out what the third would be.
@Xtw wrote:
Hi, may someone please tell me why some categorical variables have only zeros for estimates and zeroes p-values under the parameter estimate output? Is it because they are not significant and should not be included in the model?