I am working with a large data set and want to run a logit regression on monthly data. For this I create a DataFrame and use the GLM package in Julia. My code looke something like that:
f=glm((Y ~ Age + Duration + Gender + Nationality + MonthIn), Data2000, Binomial(), LogitLink())
My question is, as I have monthly data I want to create dummy variables for the 12 months, or eleven when I want to use a constant. The MonthIn is just a column which have numbers for the month (eg 3 for march).
Now when I tried to find how this is done I just learned that in R this possibility is build in s.t. it can automatically create monthly dummies. Now one guess of mine would be to use the pooling data function build in the dataframe.jl to create an indicator matrix, but I am not sure how this or something similar would be done.
I highly appreciate any help and please feel free to ask if my question is not clear.