[R] residuals with missing values
John Fox
jfox at mcmaster.ca
Sun Mar 28 18:44:21 CEST 2004
Dear Ivo,
The default na.action is na.omit, which behaves as you describe. Setting
options(na.action="na.exclude"), or specifying the argument
na.action="na.exclude" in the call to lm(), will produce residuals and other
case statistics that have NA for omitted observations. See ?na.exclude and
?lm for details.
I hope that this helps,
John
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of ivo welch
> Sent: Sunday, March 28, 2004 11:25 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] residuals with missing values
>
>
> hi: sorry to bother you all again. I am running a simple
> lm(y~x+z) regression, in which some of the observations are missing.
> Unfortunately, the residuals vector from the lm object omits
> all the missing values, which means that I cannot simply do
> residual diagnostics (e.g., plot(y,x)). Would it not make
> more sense to have the residuals propagate the missing
> values, so that the residuals are guaranteed to
> have the same length as the variables? Alternatively, maybe the
> residuals() function could do this instead. But the
> documentation is not clear:
>
> Methods can make use of 'naresid' methods to compensate for the
> omission of missing values. The default method does.
>
> How? I have figured out how to write my own function to do
> what I need (using the names of the residuals object), so
> this is more a "how to properly do this?" question, and/or
> "suggestion for improved documentation" than it is a
> desparate need of mine.
>
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