Hello,

I want to do a Panel regression in RStudio. I have a data file with Dates and country IDs and some additional columns. The dependent variable in my first regression is TSR, the independent variable is EBIT. If I put in the regression it works fine and I get the following result (Example 1):

Here comes my problem (Example 2): if I do the exact same thing, but for the data in my next column (ESGDISCLOSURESCORE), my regression does not work at all, although I put in the same code.

Instead of one coefficient, I get one coefficient for every line in the data. I do not understand what I did wrong, can anybody help me?

I would be very grateful.