In either determining an R squared, or establishing a predictive equation, should one remove dummy variable codings which indicate levels of a CLASS variable from a model if the estimated parameter value is nonsignificant?
Similarly, should one remove any variable, whether it be a level of a CLASS variable or not, if the estimated parameter value is non-significant. Thanks in advance, Art" . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
