Hello All,

I have a query regarding the removal of insignificant factor variable and Ordered factor variable from regression model using R.

For Example -

1.) Normal regression model

a) Running the model using training data and I get the below summary for the model (naming model1)

doc1.pdf (54.9 KB)

(**Note** - here you can assume x1, x2 and x3 to be significant)

b) Then I do the predictions using the above model (naming model1) for the test data.

Doc2.pdf (34.1 KB)

**Result -** Here I am getting the predicted values of all the data points.

- For Factor Variable (both normal and ordered Factor variable)-

a) I factor the x1 variable and the run the logistic regression on the training data.

I get the below summary for the model (naming model2).

Doc3.pdf (57.5 KB)

**Note -** Now assume that in x1 factored variable one of the level is insignificant eg x12 (variable x1 with level 2) and rest variables are significant.

b) Then I run the model again (naming model3), summary is below -

Doc5.pdf (56.3 KB)

c) Now I do the prediction using the test data using the above model (model3), then I get the following summary.

doc 6.pdf (32.3 KB)

**Result -** Here I am getting the not getting the predicted values for some of the data points, it showing NA.

**Main Question** - Can anyone tell me how should I exclude or deal with the insignificant levels of a factored variable or ordered factor variable in regression model or any other model and after excluding the same how can I predict the variables for all the data points ?

Thanks and Regards,

Karan Sehgal