We introduce the idea of a massively categorical variable, a variable such as zip code that takes on too many values to treat in the standard manner. We show how to use a massively categorical variable directly as an explanatory variable. As an application of this concept, we explore several of...

Regression Models for Categorical Dependent Variables Using Stata, 2nd Edition, by J. Scott Long and Jeremy Freese, shows how to fit and interpret regression models for categorical data with Stata. Nearly 50% longer than the previous edition, the book covers new topics for fitting and...