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(a) they are co-linear with one or more other independent variable(s);
(b) they are one of a set dummy variables, one of which has to be left out
    to serve as a comparison group; or
(c) they simply don't vary enough across observations to be variables!

Others, I'm sure, could give more precise, mathematical explanations as to
why variables are dropped from regressions; and, indeed, there may be
other good commonsense reasons. But these, to me, are the most common.

How do you report them? Simply tell the truth, accordingly!

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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