I'm performing a multiple linear regression on 9 predictors and 1 response variable. It so happens that of the 9 predictors 3 of them have constant values, i.e. for each of these predictors, the values are constant and are the same for each sample.
I would expect that the resulting coefficients for these variables would be zero; however this is only the case for 2 of the three constant variables. In the third case the coefficient is non-zero even though the variable has zero variance in the model (I double-checked this). Should this be possible?