title: linear regression "NA" estimate just for last coefficient
body: <p>I am running the summary(lm(...)) function in R.  When I print the coefficients I get estimates for all variables except the last variable.  The last variable I get "NA".  </p>
  
  <p>I tried switching the last column of data with another column and again, whatever was in the last column got "NA", but everything else got estimates.  </p>
  
  <p>A little bit about the data: I have about 5 variables with data in every row and then I have 12 seasonal variables that, for example, if the month is january there is a 1 for every day in january, 0 otherwise.  For february variable there is a 1 if month is february and 0 otherwise and so on.  Does anyone know what would produce "NA" in the last column of the coefficient estimate?  So the first time I ran it, it was the coefficient for the December dummy variable.  Is it because of my monthly dummy variables?  Thanks</p>
  
  <p>This is my reproducible example.  </p>
  
  <pre><code>dat&lt;- data.frame(
           one&lt;-c(sample(1000:1239)),
           two&lt;-c(sample(200:439)),
           three&lt;-c(sample(600:839)),
           Jan&lt;-c(rep(1,20), rep(0,220)),
           Feb&lt;-c(rep(0,20),rep(1,20),rep(0,200)),
           Mar&lt;-c(rep(0,40),rep(1,20),rep(0,180)),
           Apr&lt;-c(rep(0,60),rep(1,20),rep(0,160)),
           May&lt;-c(rep(0,80),rep(1,20),rep(0,140)),
           Jun&lt;-c(rep(0,100),rep(1,20),rep(0,120)),
           Jul&lt;-c(rep(0,120),rep(1,20),rep(0,100)),
           Aug&lt;-c(rep(0,140),rep(1,20),rep(0,80)),
           Sep&lt;-c(rep(0,160),rep(1,20),rep(0,60)),
           Oct&lt;-c(rep(0,180),rep(1,20),rep(0,40)),
           Nov&lt;-c(rep(0,200),rep(1,20),rep(0,20)),
           Dec&lt;-c(rep(0,220),rep(1,20)
        )
  
  attach(dat)
  
  summary(lm(one ~ two + three + Jan + Feb + 
            Mar + Apr + May + Jun + Jul + Aug + Sep + Oct + Nov + Dec))
  </code></pre>