What is the problem you are facing? Also please include your regression equation.

What problem? Also what is your regression equation and variables?

If the outcome is continuous or number, using general linear model,

For any software, it should have a function to classify the independent variable as continuous or categorical, for example, in SAS

proc GLM;

class gender;

model y=gender x;

here x is continuous, gender is dummy.

If you use proc reg, which doesn't take categorical predictor, you need generate

numerical dummy variables for categorical data,

for gender, it has two levels, you need generate one dummy;

if sex='Female' then iffemale=1; else iffemale=0;

then you can use

proc reg;

model y= iffemale x;

you will get same results as you did by using Proc GLM.

If you have three levels, say race= white, black, others,'

you need generate two dummy variables:

ifwhite=1 race=white, otherwise ifwhite=0

ifblack=1 race=black, otherwise ifblack=0

proc reg;

model y=ifwhite ifblack x;

or

proc GLM;

class race;

model y=race x;

if outcome is categorical, you need use different model, such as logistic, etc.

Thank you for the respond.

I will create a dummy based on prices. Through  the prices of the stock for six years, i will categorize it below $0.10 and above $0.10. So what would be the model can be used or how to regress it using eviews

this is my simple regression equtation

 Y_i=β_0 + β1 X1i+ԑi

y=trading volume

β1 = prices

β2= dummy

hope someone out there can help..thank you

if x1>0.1 then phigh=1; else phigh=0;

the model is

Y= β0 + β1 phigh+ԑ

in fact  β1 is the mean difference of stock(>0.1)-stock(