Re: [R] question re: "summarry.lm" and NA values

From: Petr Pikal <petr.pikal_at_precheza.cz>
Date: Wed 16 Aug 2006 - 01:16:00 EST


Hi

On 15 Aug 2006 at 7:01, r user wrote:

Date sent:      	Tue, 15 Aug 2006 07:01:13 -0700 (PDT)
From:           	r user <ruser2006@yahoo.com>
To:             	rhelp <r-help@stat.math.ethz.ch>
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)

better
coef(reg)

>
> 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$coefficients
>
> I attempt to extract the standard errors using :
>
> aperm((summary(reg))$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 .

??%^&*^??

What version? My lm behaves in accordance with na.action and it throws an error in case na.fail, computes a value in case of na.omit or na.exclude and again throws an error if the variable consist exclusively from NA values.

The only way how to get NA in coeficient is when a variable is either constant or linear combination of other variable(s). Then coef(reg)
will give you correctly NA in the variable which appears constant and in this case you could use it for setting standard error also as NA let say by using ifelse statement and matching of names.

HTH
Petr

>
> 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.

Petr Pikal
petr.pikal@precheza.cz



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 Wed Aug 16 01:23:57 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Wed 16 Aug 2006 - 02:22:40 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.