[R] na.omit argument in gls()

[Satoshi Takahama]

Hello everyone,

I was wondering if someone could tell me what happens when you use 
na.omit in the gls() function in library(nlme) when you assume a 
correlation structure for the errors:

gls(Y ~ X1 + X2 + X3, data=sample.data, na.action=na.omit, 
correlation=corARMA(p=1))

Is na.omit is an appropriate argument to use in this case? There is 
considerable information I could find about imputing missing data - 
which I have done to determine that the autocorrelation is approximately 
AR(1) - but I have not found any literature on whether it is then 
acceptable to omit the imputed data and just use observed measurements 
for generalized least squares after the correlation structure has been 
determined. Any help would be very much appreciated.

Thank you very much!

Satoshi

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Satoshi Takahama
Dept. of Chemical Engineering
Carnegie Mellon University
Pittsburgh, PA 15213