I run lm to fit an OLS model where one of the covariates is a factor with 30
levels. I use contr.treatment() to set the base level of the factor, so when I
run lm() no coefficients are estimated for that level. But in addition (and
regardless of which level I choose to be the base), lm also gives a vector of
NA coefficients for another level of my factor.
The output says that these coefficients were "not defined because of
singularities", suggesting maybe that the 28 estimated coefficients are
sufficient to pin down the 29th... but why is this the case? Why am I going
from 30 levels to 28 coefficients? Am I misunderstanding the way factors/levels
are supposed to work?
Thanks for any suggestions.
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