diff --git a/R/estimationdata.R b/R/estimationdata.R
index 7425e9f..30eec75 100644
--- a/R/estimationdata.R
+++ b/R/estimationdata.R
@@ -129,9 +129,11 @@ EstimationData <- function(formula = NULL,
                    "Use partial data (pairwise correlations)" = RemoveCasesWithAllNA(data.subset),
                    stop(paste("Unknown 'missing' method:", missing)))
         data.for.estimation <- CopyAttributes(data.for.estimation, data.subset)
-        levels.pre <- unlist(lapply(data.for.estimation, levels))
+        levels.pre <- paste0(rep(labels, vapply(data.for.estimation, nlevels, 0L)), ": ",
+                            unlist(lapply(data.for.estimation, levels)))
         data.for.estimation <- RemoveMissingLevelsFromFactors(data.for.estimation)
-        levels.post <- unlist(lapply(data.for.estimation, levels))
+        levels.post <- paste0(rep(labels, vapply(data.for.estimation, nlevels, 0L)), ": ",
+                             unlist(lapply(data.for.estimation, levels)))
         levels.diff <- setdiff(levels.pre, levels.post)
         if (length(levels.diff) > 0)
         {
diff --git a/tests/testthat/test-estimationdata.R b/tests/testthat/test-estimationdata.R
index 85d0cff..aa365a9 100644
--- a/tests/testthat/test-estimationdata.R
+++ b/tests/testthat/test-estimationdata.R
@@ -51,15 +51,18 @@ attr(bank$Fees, "label") <- "Fees paid"
 attr(bank$Online, "label") <- "Online banking"
 
 
-dat2 <- structure(list(Country = structure(c(1L, 4L, 2L, 3L), class = "factor",
+test_that("DS-2626",
+{
+    dat2 <- structure(list(Country = structure(c(1L, 4L, 2L, 3L), class = "factor",
                 .Label = c("Australia","Denmark", "Fiji", "France"),
                 questiontype = "PickOne", name = "Country", label = "Country", question = "Country"),
                   A = structure(c(1L, 2L, 3L, NA), class = "factor", .Label = c("1",
                  "2", "3"), questiontype = "PickOne", name = "A", label = "A", question = "A")),
                 class = "data.frame", row.names = c(NA, -4L))
-filt <- c(FALSE, TRUE, TRUE, TRUE)
-EstimationData(~Country + A, data = dat2, subset = filt)
-
+    filt <- c(FALSE, TRUE, TRUE, TRUE)
+    expect_warning(EstimationData(~Country + A, data = dat2, subset = filt),
+            "Some categories do not appear in the data: 'Country (Country): Australia', 'Country (Country): Fiji', 'A (A): 1'", fixed = TRUE)
+})