I am not sure if this is an R-users question, but since most of you here are statisticians, I decided to give it a shot.
I am using the lm() function in R to fit a dependent variable to a set of 3 to 5 independent variables. For this, I used the following commands: >model1<-lm(function=PBW~SO4+NO3+NH4) Coefficients: (Intercept) SO4 NO3 NH4 0.01323 0.01968 0.01856 NA and >model2<-lm(function=PBW~SO4+NO3+NH4+Na+Cl) Coefficients: (Intercept) SO4 NO3 NH4 Na Cl -0.0006987 -0.0119750 -0.0295042 0.0842989 0.1344751 NA In both cases, the last independent variable has a coefficient of NA in the result. I say last variable because, when I change the order of the variables, the coefficient changes (see below). Can anyone point me to the reason R behaves this way? Is there anyway for me to force R to use all the variables? I checked the correlation matrices to makes sure there is no orthogonality between the variables. Thanks Aparna model1<-lm(formula = PBW ~ SO4 + NH4 +NO3) > model1 Call: lm(formula = PBW ~ SO4 + NH4 + NO3) Coefficients: (Intercept) SO4 NH4 NO3 0.01323 -0.00430 0.06394 NA > model2<-lm(formula = PBW ~ SO4 + NO3 + Na +Cl +NH4) > model2 Call: lm(formula = PBW ~ SO4 + NO3 + Na + Cl + NH4) Coefficients: (Intercept) SO4 NO3 Na Cl NH4 -0.0006987 0.0196371 -0.0050303 0.0685020 0.0427431 NA [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.