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

[Petr Pikal]

Hi

just as a quick workaround you probably can use aliased value from 
summary

fff<-rep(summary(reg)$aliased,4)
dim(fff)<-c(no.of.your.variables,4)
fff[which(fff)]<-NA
fff[which(!fff)]<-coef(summary(reg))

to get coef matrix with NA values

HTH
Petr


On 15 Aug 2006 at 17:15, r user <ruser2006 at yahoo.com>, wrote:

From:           	Petr Pikal <petr.pikal at precheza.cz>
To:             	r user <ruser2006 at yahoo.com>, rhelp <r-help at stat.math.ethz.ch>
Subject:        	Re: [R] question re: "summarry.lm" and NA values
Date sent:      	Tue, 15 Aug 2006 17:15:01 +0200

> 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 at yahoo.com>
> To:             	rhelp <r-help at 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 at 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 at precheza.cz