@jmwooldridge The answer to this question depends, if in the dataset the value is '0' or '.', since zero is a value, it cannot be considered as missing data.
@jenniferdoleac One of the reason might be that the properties of R2 are not met .secondly, this might be due to less degrees of freedom. Or including too many variables in the model.
May this pious day bring you immense joy, happiness, peace and prosperity. May Allah gift you lots of happiness and love. Wishing everyone a very Happy Eid!
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#EidMubarak to all those celebrating.