From: Berton Gunter <gunter.berton_at_gene.com>

Date: Thu 21 Sep 2006 - 21:20:14 GMT

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Sep 22 07:52:56 2006

Date: Thu 21 Sep 2006 - 21:20:14 GMT

?vcov

- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA

"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box

*> -----Original Message-----
**> From: r user [mailto:ruser2006@yahoo.com]
**> Sent: Thursday, September 21, 2006 2:11 PM
**> To: Berton Gunter; 'rhelp'
**> Subject: "summarry.lm" and NA values
**>
*

> Gentlemen,

*>
**> (I am using R 2.2.1 in a Windows environment.)
**>
**> I apologize but I did not fully comprehend all of your
**> answer. I have a dataframe called "data1". I run
**> several liner regression using the lm function similar
**> to:
**>
**> reg <- ( lm(lm(data1[,2] ~., data1[,2:4])) )
**>
**>
**> I see from generous answers below how I can use
**> "coef(reg)" to extract the coefficient estimates. (If
**> the coefficient for a variable is for some reason NA,
**> "coef(reg)" returns NA for that coefficient, which
**> is what I want.)
**>
**> My question:
**> What is the best way to get the standard errors,
**> including NA values that "go with" each of these
**> coefficient estimates? (i.e. If the coefficient
**> estimate is NA, I similarly want the standard error to
**> come back as NA, so that the length of coef(reg) is
**> the same as the length of the vector that contains the
**> standard errors. )
**>
**> Thanks very much for all your help, and I apologize
**> for my need of additional assistance.
**>
**>
**>
**>
**>
**>
**> --- Berton Gunter <gunter.berton@gene.com> wrote:
**>
**> > "Is there a way to..." always has the answer "yes"
**> > in R (or C or any
**> > language for that matter). The question is: "Is
**> > there a GOOD way...?" where
**> > "good" depends on the specifics of the situation. So
**> > after that polemic,
**> > below is an effort to answer, (adding to what Petr
**> > Pikal already said):
**> >
**> > -- Bert Gunter
**> > Genentech Non-Clinical Statistics
**> > South San Francisco, CA
**> >
**> > "The business of the statistician is to catalyze the
**> > scientific learning
**> > process." - George E. P. Box
**> >
**> >
**> >
**> > > -----Original Message-----
**> > > From: r-help-bounces@stat.math.ethz.ch
**> > > [mailto:r-help-bounces@stat.math.ethz.ch] On
**> > Behalf Of r user
**> > > Sent: Tuesday, August 15, 2006 7:01 AM
**> > > To: rhelp
**> > > Subject: [R] question re: "summarry.lm" and NA
**> > values
**> > >
**> > > Is there a way to get the following code to
**> > include
**> > > NA values where the coefficients are "NA"?
**> > >
**> > > ((summary(reg))$coefficients)
**> > BAAAD! Don't so this. Use the extractor on the
**> > object: coef(reg)
**> > This suggests that you haven't read the
**> > documentation carefully, which tends
**> > to arouse the ire of would-be helpers.
**> >
**> > >
**> > > explanation:
**> > >
**> > > Using a loop, I am running regressions on several
**> > > "subsets" of "data1".
**> > >
**> > > "reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) )"
**> > ??? There's an error here I think. Do you mean
**> > update()? Do you have your
**> > subscripting correct?
**> >
**> > >
**> > > My regression has 10 independent variables, and I
**> > > therefore expect 11 coefficients.
**> > > After each regression, I wish to save the
**> > coefficients
**> > > and standard errors of the coefficients in a table
**> > > with 22 columns.
**> > >
**> > > I successfully extract the coefficients using the
**> > > following code:
**> > > "reg$coefficients"
**> > Use the extractor, coef()
**> >
**> > >
**> > > I attempt to extract the standard errors using :
**> > >
**> > > aperm((summary(reg))$coefficients)[2,]
**> >
**> > BAAAD! Use the extractor vcov():
**> > sqrt(diag(vcov(reg)))
**> > >
**> > > ((summary(reg))$coefficients)
**> > >
**> > > My problem:
**> > > For some of my subsets, I am missing data for one
**> > or
**> > > more of the independent variables. This of course
**> > > causes the coefficients and standard erros for
**> > this
**> > > variable to be "NA".
**> > Not it doesn't, as Petr said.
**> >
**> > One possible approach: Assuming that a variable is
**> > actually missing (all
**> > NA's), note that coef(reg) is a named vector, so
**> > that the character string
**> > names of the regressors actually used are available.
**> > You can thus check for
**> > what's missing and add them as NA's at each return.
**> > Though I confess that I
**> > see no reason to put things ina matrix rather than
**> > just using a list. But
**> > that's a matter of personal taste I suppose.
**> >
**> > >
**> > > Is there a way to include the NA standard errors,
**> > so
**> > > that I have the same number of standard erros and
**> > > coefficients for each regression, and can then
**> > store
**> > > the coefficients and standard erros in my table of
**> > 22
**> > > columns?
**> > >
**> > > ______________________________________________
**> > > R-help@stat.math.ethz.ch mailing list
**> > > https://stat.ethz.ch/mailman/listinfo/r-help
**> > > PLEASE do read the posting guide
**> > > http://www.R-project.org/posting-guide.html
**> > > and provide commented, minimal, self-contained,
**> > reproducible code.
**> > >
**> >
**> >
**>
**>
**> __________________________________________________
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*

>

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Sep 22 07:52:56 2006

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