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Setting base level ignored when interacting categorical variables. #329
The first regression does set x1=2 as the base level, as expected. However, the second regression just sets the interaction of the highest value for each each x1 and x2 as the base level. One could always re-normalize to the desired based level but shouldn't be an easy way to set a base level in the latter case too?
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matthieugomez commentedon Oct 6, 2025
The same happens in FixedEffectModels. The issue comes from the way the StatsModels function
schemaworksmwsohn commentedon Nov 8, 2025
Another related problem is that the base level for the interaction with "&" is not omitted from the regression table.