this is giving only 2 batch result and 3rd level is missing in the output. how to get the 3rd level coefficients like p-value and t-value. able to find the estimate for level3 negative sum of all other batches estimate.
Get rid of the intercept. You can't have a complete set of dummy variables and an intercept. It's called the dummy variable trap, nothing to do with R.
This is definitely not an issue with R, although I typically do not recommend simply throwing out the intercept unless you have some very good conceptual reason for believing that the intercept should be constrained to 0. What would be a good example of that? Something like:
Interest_Earned ~ b * Funds_Deposited
For this equation you can confidently state that interest earned will be 0 if the funds deposited in the account are also 0.