Trying my hands on shapley regression model for brand driver importance. I have a quick question (pretty basic might be as well). I have multi-coded dependent variable. So the dependent variable question is " which brands would be you consider buying?" and then the answer could be X or X,Y or X,Y,Z (X.Y, Z are the names of brands). How shall I transform this one? Shall I take dummy categorical variable like X=1, Y=2, Z=3 or just consider the first preference among the ones mentioned by the customers? Can anyone help? Many thanks.