Dummy Variables in Julia
In R there is nice functionality for running a regression with dummy variables for each level of a categorical variable. eg Automatically expanding an R factor into a collection of 1/0 indicator variables for every factor level
Is there an equivalent way to do this in Julia.
x = randn(1000)
group = repmat(1:25 , 40)
groupMeans = randn(25)
y = 3*x + groupMeans[group]
data = DataFrame(x=x, y=y, g=group)
for i in levels(group)
data[parse("I$i")] = data[:g] .== i
end
lm(y~x+I1+I2+I3+I4+I5+I6+I7+I8+I9+I10+
I11+I12+I13+I14+I15+I16+I17+I18+I19+I20+
I21+I22+I23+I24, data)
If you are using the DataFrames package, after you pool
the data, the package will take care of the rest:
Pooling columns is important for working with the GLM package When fitting regression models, PooledDataArray columns in the input are translated into 0/1 indicator columns in the ModelMatrix - with one column for each of the levels of the PooledDataArray.
You can see the rest of documentation on pooled data here
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