Let’s say you have data containing a categorical variable with 50 *levels*. When you divide the data into train and test sets, chances are you don’t have all 50 levels featuring in your training set.

This often happens when you divide the data set into train and test sets according to the distribution of the outcome variable. In doing so, chances are that our explanatory categorical variable might not be distributed exactly the same way in train and test sets – so much so that certain levels of this categorical variable are missing from the training set. The more levels there are to a categorical variable, it gets difficult for that variable to be similarly represented upon splitting the data.

Take for instance this example data set (train.csv + test.csv) which contains a categorical variable `var_b`

that takes 349 unique levels. Our train data has 334 of these levels – on which the model is built – and hence 15 levels are excluded from our trained model. If you try making predictions on the test set with this model in R, it throws an error:

`factor var_b has new levels 16060, 17300, 17980, 19060, 21420, 21820,`

25220, 29340, 30300, 33260, 34100, 38340, 39660, 44300, 45460

If you’ve used R to model generalized linear class of models such as *linear*, *logit* or *probit* models, then chances are you’ve come across this problem – especially when you’re validating your trained model on test data.

The workaround to this problem is in the form of a function, `remove_missing_levels`

that I found here written by pat-s. You need *magrittr* library installed and it can only work on *lm*, *glm* and *glmmPQL* objects.

Once you’ve sourced the above function in R, you can seamlessly proceed with using your trained model to make predictions on the test set. The code below demonstrates this for the data set shared above. You can find these codes in one of my github repos and try it out yourself.

Well, I you have this kind of data, you should consider to use a mixed model. A factor with so many levels is clearly to consider as a random effect.

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