[R] Getting summary.lm to include data for coefficients that are NAs?
r user
ruser2006 at yahoo.com
Fri Aug 11 18:43:01 CEST 2006
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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