Re: [R] Possible improvement in lm

From: Berton Gunter <>
Date: Thu 19 Jan 2006 - 03:13:27 EST

I'm afraid you're a day late and a dollar short: see ?na.exclude.

lm() has been around longer than you have, maybe, and is thus pretty well optimized. Not perfect, mind you, but I think it unlikely that "casual" suggestions haven't already been considered.

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

> -----Original Message-----
> From:
> [] On Behalf Of Vivek Satsangi
> Sent: Wednesday, January 18, 2006 4:08 AM
> To:
> Subject: [R] Possible improvement in lm
> Folks,
> I do a series of regressions (one for each quarter in the dataset) and
> then go and extract the residuals from each stored lm object that is
> returned as follows:
> vResiduals <- as.vector(unlist(resid(lQuarterlyRegressions[[i]])));
> Here lQuarterlyRegressions is a vector of objects returned by lm().
> Next, I may go find outliers using identify() on a plot or do some
> other analysis which tells me which row of the quarterly data I need
> to take a closer look at.
> However, if I try to match some point in one of the quarters that I
> have with its residual, then I have to drop the points from my
> "current Data" which have NA's for either the explanatory variables or
> the explained, so that the vector or residuals and the data have the
> same indexes.
> This lead to some serious confusion/bugs for me, and I am wondering if
> it might not be better for lm to put an NA into those rows where the
> point was dropped because of NA's in the explanatory or explained
> variables (currently it just returns nothing at that index). Ofcourse,
> there might be some arguments against this idea, and I would be
> interested to hear them.
> Thank you for your time and attention,
> -- Vivek Satsangi
> Student, Rochester, NY USA
> ______________________________________________
> mailing list
> PLEASE do read the posting guide!
> mailing list PLEASE do read the posting guide! Received on Thu Jan 19 04:09:13 2006

This archive was generated by hypermail 2.1.8 : Thu 19 Jan 2006 - 06:13:09 EST