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MathGroup Archive 2007

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Efficient creation of regression design matrix

  • To: mathgroup at smc.vnet.net
  • Subject: [mg82235] Efficient creation of regression design matrix
  • From: "Coleman, Mark" <Mark.Coleman at LibertyMutual.com>
  • Date: Tue, 16 Oct 2007 03:20:21 -0400 (EDT)

Hi,

I'm searching for an efficient bit of code to create a design matrix of
1's and 0's computed from  categorical (non-numeric) variables, suitable
for use in regression problems. More precisely, imagine one has an n x 1
vector of k different non-numeric values. For argument sakes, let
k={Red,Blue,Green,Yellow}. I would like to create an n x k matrix
consisting of 1's and 0's, where a '1' appears in the row and column
location corresponding to the presence of an element of k. For example,
say the original data is

Red
Blue
Blue
Yellow
Red
Green


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