[R] Fit values for NA's in linear regression

[Liaw, Andy]

It depends on the na.action used in lm(), which defaults to na.omit.  Here's
an example:

> x <- c(1:5, NA, 7:10)
> y <- rnorm(x)
> fitted(lm(y ~ x))
          1           2           3           4           5           7
8 
 0.68680104  0.47913875  0.27147646  0.06381417 -0.14384812 -0.55917271
-0.76683500 
          9          10 
-0.97449729 -1.18215958 
> fitted(lm(y ~ x, na.action=na.exclude))
          1           2           3           4           5           6
7 
 0.68680104  0.47913875  0.27147646  0.06381417 -0.14384812          NA
-0.55917271 
          8           9          10 
-0.76683500 -0.97449729 -1.18215958 

Andy 

> From: Luca Wacker
> 
> Hi,
> 
> To obtain estimates for some missing values in my data I fitted a 
> linear regression and then used the command fitted(model) to get the 
> fitted values from the model, but R doesn't return any values for the 
> NA's. I can calculate the fitted values from the estimates obtained 
> from the summary of model, but that's not very handy. Is 
> there a way to 
> include the missing values in the analysis and get fitted values for 
> the NA's? I tried to use with the function na.action, but that didn't 
> work.
> 
> 
> thanks
> 
> Luca
> 
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