[R] Possible improvement in lm

[Berton Gunter]

I'm afraid you're a day late and a dollar short: see ?na.exclude.

lm() has been around longer than you have, maybe, and is thus pretty well
optimized. Not perfect, mind you, but I think it unlikely that "casual"
suggestions haven't already been considered.

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Vivek Satsangi
> Sent: Wednesday, January 18, 2006 4:08 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Possible improvement in lm
> 
> Folks,
> 
> I do a series of regressions (one for each quarter in the dataset) and
> then go and extract the residuals from each stored lm object that is
> returned as follows:
> 
> vResiduals <- as.vector(unlist(resid(lQuarterlyRegressions[[i]])));
> 
> Here lQuarterlyRegressions is a vector of objects returned by lm().
> 
> Next, I may go find outliers using identify() on a plot or do some
> other analysis which tells me which row of the quarterly data I need
> to take a closer look at.
> 
> However, if I try to match some point in one of the quarters that I
> have with its residual, then I have to drop the points from my
> "current Data" which have NA's for either the explanatory variables or
> the explained, so that the vector or residuals and the data have the
> same indexes.
> 
> This lead to some serious confusion/bugs for me, and I am wondering if
> it might not be better for lm to put an NA into those rows where the
> point was dropped because of NA's in the explanatory or explained
> variables (currently it just returns nothing at that index). Ofcourse,
> there might be some arguments against this idea, and I would be
> interested to hear them.
> 
> Thank you for your time and attention,
> 
> 
> -- Vivek Satsangi
> Student, Rochester, NY USA
> 
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