Hi

I am doing mlogit and forward selection at the moment. I have categorical and 
continuous variables. Categorical variables are each coded with more than two 
dummies. There is a problem when you add categorical variables into the model 
you can't tell from the significance of the individual dummies that will the 
entire categorical variable be significant or not. 

So is there some method to compare two models to each other and find out is the 
model better with or without the dummies?

If there is, could you help me with code...?

Ville
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