Hi, You have panel data or cross-sectional data? In the case you use cross-sectional data and "countries" are your observations (no repeated measure of them) and you regress the country-dummies on your residuals of the forgone regression, then there are as many regressors as observations. Consequently, is it not possible to estimate such a model since there are no degrees of freedom left.
Mit freundlichen Grüßen Linus Holtermann Hamburgisches WeltWirtschaftsInstitut gemeinnützige GmbH (HWWI) Heimhuder Straße 71 20148 Hamburg Tel +49-(0)40-340576-336 Fax+49-(0)40-340576-776 Internet: www.hwwi.org Email: holterm...@hwwi.org Amtsgericht Hamburg HRB 94303 Geschäftsführer: Prof. Dr. Henning Vöpel Prokura: Dipl. Kauffrau Alexis Malchin Umsatzsteuer-ID: DE 241849425 -----Ursprüngliche Nachricht----- Von: R-help [mailto:r-help-boun...@r-project.org] Im Auftrag von Johanna von Bahr Gesendet: Donnerstag, 1. Oktober 2015 21:15 An: r-help@r-project.org Betreff: [R] Regressing the residuals on the country dummies I’m trying to estimate a model regressing the residuals on the country dummies as follows; model.resC <- lm(model2$res ~ as.factor(Country)) summary(model.resC) As I call the model I get the following results regarding the residuals: "ALL 90 residuals are 0: no residual degrees of freedom!" What has gone wrong? ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
