Dear R users,

I am running a linear regression in R. My observations are Census Tracts in
several metropolitan areas (MSAs). In my data set, each MSA has at least 50
observations. I use factor(msa_code) in the lm formula to control for
metropolitan fixed effects. But I kept getting something like this:

.....
factor(msa_code)12420  4.910e-01  1.517e-01   3.237 0.001221 **
factor(msa_code)12580  1.966e-01  6.861e-02   2.865 0.004194 **
factor(msa_code)14460 -3.892e-02  1.653e-02  -2.355 0.018601 *
factor(msa_code)16980 -2.873e-01  3.278e-02  -8.764  < 2e-16 ***
factor(msa_code)17140  1.088e-01  6.771e-02   1.607 0.108127
factor(msa_code)17460 -1.173e-01  4.380e-02  -2.678 0.007441 **
factor(msa_code)19100  1.368e-01  5.550e-02   2.465 0.013753 *
factor(msa_code)19740  5.819e-01  1.173e-01   4.962 7.33e-07 ***
factor(msa_code)19820 -4.214e-01  6.641e-02  -6.346 2.51e-10 ***
factor(msa_code)26420  1.258e-01  7.541e-02   1.668 0.095486 .
factor(msa_code)28140  2.010e-01  3.847e-02   5.224 1.85e-07 ***
factor(msa_code)29820  7.102e-02  6.593e-02   1.077 0.281435
factor(msa_code)31100 -4.832e-01  1.088e-01  -4.440 9.28e-06 ***
factor(msa_code)33100 -2.534e-01  6.391e-02  -3.965 7.49e-05 ***
factor(msa_code)33460  5.229e-02  7.891e-02   0.663 0.507609
factor(msa_code)35620 -3.197e-01  7.565e-02  -4.225 2.45e-05 ***
factor(msa_code)36740  1.269e-01  6.948e-02   1.826 0.067868 .
factor(msa_code)37980  1.394e-01  4.388e-02   3.178 0.001497 **
factor(msa_code)38060 -6.935e-02  6.124e-02  -1.132 0.257540
factor(msa_code)38300  1.647e-01  3.986e-02   4.133 3.67e-05 ***
factor(msa_code)38900  2.605e-01  1.420e-01   1.835 0.066664 .
factor(msa_code)39300 -9.612e-02  4.704e-02  -2.043 0.041103 *
factor(msa_code)40140 -2.353e-01  3.562e-02  -6.605 4.59e-11 ***
factor(msa_code)40900         NA         NA      NA       NA
factor(msa_code)41740         NA         NA      NA       NA
factor(msa_code)41860         NA         NA      NA       NA
factor(msa_code)42660         NA         NA      NA       NA
factor(msa_code)45300         NA         NA      NA       NA
factor(msa_code)47900         NA         NA      NA       NA

 I wonder why I kep getting those "NAs". Thank you!

Gary

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