I'm currently working on my thesis and I have a problem. I'm doing a regression where many variables are categorical ones (profession, neighbourhood, religion, etc).

In my regression, I've already omit one category for each categorical variable (which is needed to avoid collinearity) but when performing my regression, Stata still omits other variables because of collinearity (maybe with other variables)...

The problem is that normally you interpret the regression coefficient of one category in comparison with the reference category (deliberately omitted). But now, if several categories of my variables are omitted, I don't know how to interpret anymore..

I've been looking for days on the internet but found nothing about that.

Thanks for your help!!