[R] how to categorize continuous variable when useing regression

[Frank E Harrell Jr]

Manli Yan wrote:
>    assume dependent variable y( continuous),independent variable x (
> continuous),I try to  categorize x with some interval,such that,those
> intervals would has most significant different effect on y.
>    any one knows which method I should apply,I really need some hints,thanks
> so much~

This is a dangerous practice.  Unless you have mastered the bootstrap so 
that you can accurately estimate the damage to the statistical 
significance caused by such categorization, it is best to avoid this 
altogether.

Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University