Responding to Allin's suggestion: > list L = dummify(x, val) > That leaves a question: is it easier/more intuitive to read 'val' > as denoting the val'th category when the distinct values of x are > ordered, or as the condition x == val? I tend to think the latter > is better. I agree. It is very difficult to ensure that the first option produces predictable results in a function context when there might be missing categories. Hence, in practice one would have to adopt the "list DL = dummify(x, max(x))". However, without wanting to raise unnecessary difficulties, won't this imply a change in the use of "dummify(x)" as an argument in, say, OLS as in "OLS y Z dummify(x)"? At the moment, this seem to drop one category automatically, so that list Z can contain const.