Re: [R] Possible improvement in lm

From: Berton Gunter <gunter.berton_at_gene.com>
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: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Vivek Satsangi
> Sent: Wednesday, January 18, 2006 4:08 AM
> To: r-help@stat.math.ethz.ch
> 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
>
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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 Received on Thu Jan 19 04:09:13 2006

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