In understand that when I have a category variable in a model passed to a statsmodels fit that dummy variables will automatically be generated for the categories. For example if I have a variable 'Location' with values 'IndianOcean', 'Thailand', 'China' and 'Mars' I will get variables in my model of the form Location[T.Thailand] with one of the value not represented. By default the excluded variable seems to be the least common one. Is there a way to specify — ideally within the model specification — which value is treated as the "base value" and excluded? Continue reading...
