categorical variable

[cccfran]

To incorporate categorical variable in the information criteria, for example Cp, p should be the sum of the degree of freedom of each covariates + 1.

The reason why I want to incorporate categorical variable is that I will choose the categorical variable as one variable rather than the dummy variables created for the categorical variable one by one, which is similar to https://stats.stackexchange.com/questions/152158/r-model-selection-with-categorical-variables-using-leaps-and-glmnet.

[aravindhebbali]

Hi @cccfran I have thought about this before but did not implement as I did not have much clarity. Will get back after referring to literature related to variable selection methods and other R packages.