[R] Getting summary.lm to include data for coefficients that are NAs?

From: r user <ruser2006_at_yahoo.com>
Date: Sat 12 Aug 2006 - 02:43:01 EST


Is there a way to get the following code to include liens where the coefficients are “NA”?

((summary(reg))$coefficients)

explanation:

Using a loop, I am running regressions on several “subsets” of “data1”.

“reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) )”

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”

I attempt to extract the standard erros using :

aperm((summary(reg))$coefficients)[2,]

((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”.

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?



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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 Sat Aug 12 02:49:55 2006

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