What would you answer in the following query?

a)My regression programs refuse to estimate four seasonal coefficients when I enter the quarterly data including a zero-one dummy to each quarterly. What am I supposed to do?

As an AI language model, I would suggest checking if the dummy variables have been properly coded. It may also be helpful to check if the model is over-specified or if the data has missing values or outliers that are causing problems. You may want to consult with a statistician or a regression expert for further guidance.