Regression
On Apr 30, 2012, at 20:27 , Saint wrote:
Trying to do a regression for four variables. I get information only for two. The rest is marked "NA". Why? And what does NA mean?
Your design matrix is singular since p is constant and p+Sweden.infl.dev=Sweden.infl, so two coefficients are set to missing -- effectively, the corresponding predictors are removed from the model. You may have to read up on the basics of multiple regression.
Thanks!
Sweden.infl.dev <- c(0.2, 0.6, -1, -0.2, -1, -1.5, -0.7, 0.7, -0.1, 0.3)
Sweden.GDP.gap <- c(-0.024662769, -0.01519859, -0.027251109, -0.027129556, -0.014561961, 0.007291667, 0.02695406, 0.01179481, 0.008348032, 0.000000000683083)
Sweden.nom.int.rate <- c(7.6, 8.91, 4.1, 4.35, 3.4, 3.25, 4, 3.75, 3.75, 2.75)
Sweden.infl <- c(2.2, 2.6, 1, 1.8, 1, 0.5, 1.3, 2.7, 1.9, 2.3)
p <- c(2, 2, 2, 2, 2, 2, 2, 2, 2, 2)
Sweden.Taylor.nom.p.infl <- lm(Sweden.nom.int.rate ~ Sweden.infl.dev + Sweden.GDP.gap + p + Sweden.infl)
Call:
lm(formula = Sweden.nom.int.rate ~ Sweden.infl.dev + Sweden.GDP.gap +
p + Sweden.infl)
Coefficients:
(Intercept) Sweden.infl.dev Sweden.GDP.gap p
4.675 1.212 -43.695 NA
Sweden.infl
NA
--
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