含有分类变量（categorical variable）的逻辑回归（logistic regression）中虚拟变量（哑变量，dummy variable）的理解...

　　使用R语言做逻辑回归的时候，当自变量中有分类变量（大于两个）的时候，对于回归模型的结果有一点困惑，搜索相关知识发现不少人也有相同的疑问，通过查阅资料这里给出自己的理解。

　　首先看一个实例（数据下载自：http://freakonometrics.free.fr/db.txt）

> db <- read.table("db.txt",header=TRUE,sep=";")
> head(db)

  Y       X1       X2 X3
1 1 3.297569 16.25411  B
2 1 6.418031 18.45130  D
3 1 5.279068 16.61806  B
4 1 5.539834 19.72158  C
5 1 4.123464 18.38634  C
6 1 7.778443 19.58338  C

> summary(db)

       Y               X1               X2        X3     
 Min.   :0.000   Min.   :-1.229   Min.   :10.93   A:197  
 1st Qu.:1.000   1st Qu.: 4.545   1st Qu.:17.98   B:206  
 Median :1.000   Median : 5.982   Median :20.00   C:196  
 Mean   :0.921   Mean   : 5.958   Mean   :19.94   D:197  
 3rd Qu.:1.000   3rd Qu.: 7.358   3rd Qu.:21.89   E:204  
 Max.   :1.000   Max.   :11.966   Max.   :28.71          

> reg <- glm(Y~X1+X2+X3,family=binomial,data=db)
> summary(reg)


Call:
glm(formula = Y ~ X1 + X2 + X3, family = binomial, data = db)

Deviance Residuals: 
     Min        1Q    Median        3Q       Max  
-2.98017   0.09327   0.19106   0.37000   1.50646  

Coefficients:
            Estimate Std. Error z value Pr(>|z|)    
(Intercept) -4.45885    1.04646  -4.261 2.04e-05 ***
X1           0.51664    0.11178   4.622 3.80e-06 ***
X2           0.21008    0.07247   2.899 0.003745 ** 
X3B          1.74496    0.49952   3.493 0.000477 ***
X3C         -0.03470    0.35691  -0.097 0.922543    
X3D          0.08004    0.34916   0.229 0.818672    
X3E          2.21966    0.56475   3.930 8.48e-05 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

(Dispersion parameter for binomial family taken to be 1)

    Null deviance: 552.6