How to perform linear regression with categorical factors?

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How to test the statistical significance for categorical variable in linear regression?

I need to perform a multiple regression analysis. My dependent variable or "response" is a continuous/quantitative variable. I have several independent variables or "factors" and they are all categorical. I'm wondering what method/software would best suit my needs.

Can you say more about what you'd like to know? (This question is fairly simple / sparse.) You may also be interested in this recent question. — gung - Reinstate Monica, Jul 09 '12 at 21:51
good catch, @gung. I thought this sounded familiar. I voted to close as a duplicate. — Macro, Jul 09 '12 at 22:06

score 1 · Answer 1 · answered Jul 09 '12 at 20:53

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Ordinary linear regression should be fine for this. A categorical variable can be expressed through a set of dummy variables. In SAS you could use proc reg or proc glm. I am sure that R, STATA, minitab and SPSS also have similar ways to run such a model.

answered Jul 09 '12 at 20:53

Michael R. Chernick

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To add to Michael's reply, in R you can use the lm() function. In Stata, you can use the regress function. – jkd Jul 09 '12 at 20:55

How to perform linear regression with categorical factors?

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