I'm doing a econometrics project and I have been given a task to find out what factors determine the male wage.

I have been given a lot of data, with many independent variable. I'm just having trouble know which variables to choose for my regression. Many of the variables are dummy variables. I was wondering if anyone could give me some insight to know how to choose what variables to include in the model. Should I include all of them? If so the regression would have 23 variables, of which 17 variables would be dummies.

Any help would be greatly appreciated.