[R] "summarry.lm" and NA values

[Berton Gunter]

?vcov

-- 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 user [mailto:ruser2006 at yahoo.com] 
> Sent: Thursday, September 21, 2006 2:11 PM
> To: Berton Gunter; 'rhelp'
> Subject: "summarry.lm" and NA values
> 
> Gentlemen,
> 
> (I am using R 2.2.1 in a Windows environment.)
> 
> I apologize but I did not fully comprehend all of your
> answer.  I have a dataframe called "data1".  I run
> several liner regression using the lm function similar
> to:
> 
> reg <- ( lm(lm(data1[,2] ~., data1[,2:4])) )
> 
> 
> I see from generous answers below how I can use 
> "coef(reg)" to extract the coefficient estimates.  (If
> the coefficient for a variable is for some reason NA,
> "coef(reg)"  returns  NA for that coefficient, which
> is what I want.)
> 
> My question: 
> What is the best way to get the standard errors,
> including NA values that "go with" each of these
> coefficient estimates?  (i.e. If the coefficient
> estimate is NA, I similarly want the standard error to
> come back as NA, so that the length of coef(reg) is
> the same as the length of the vector that contains the
> standard errors. )
> 
> Thanks very much for all your help, and I apologize
> for my need of additional assistance.
> 
> 
> 
> 
> 
> 
> --- Berton Gunter <gunter.berton at gene.com> wrote:
> 
> > "Is there a way to..." always has the answer "yes"
> > in R (or C or any
> > language for that matter). The question is: "Is
> > there a GOOD way...?" where
> > "good" depends on the specifics of the situation. So
> > after that polemic,
> > below is an effort to answer, (adding to what Petr
> > Pikal already said):
> > 
> > -- 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 r user
> > > Sent: Tuesday, August 15, 2006 7:01 AM
> > > To: rhelp
> > > 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))$coefficients)
> > BAAAD! Don't so this. Use the extractor on the
> > object: coef(reg) 
> > This suggests that you haven't read the
> > documentation carefully, which tends
> > to arouse the ire of would-be helpers.
> > 
> > > 
> > > explanation:
> > > 
> > > Using a loop, I am running regressions on several
> > > "subsets" of "data1".
> > > 
> > > "reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) )"
> > ??? There's an error here I think. Do you mean
> > update()? Do you have your
> > subscripting correct?
> > 
> > > 
> > > My regression has 10 independent variables, and I
> > > therefore expect 11 coefficients.
> > > After each regression, I wish to save the
> > coefficients
> > > and standard errors of the coefficients in a table
> > > with 22 columns.
> > > 
> > > I successfully extract the coefficients using the
> > > following code:
> > > "reg$coefficients"
> > Use the extractor, coef()
> > 
> > > 
> > > I attempt to extract the standard errors using :
> > > 
> > > aperm((summary(reg))$coefficients)[2,]
> > 
> > BAAAD! Use the extractor vcov():
> > sqrt(diag(vcov(reg)))
> > > 
> > > ((summary(reg))$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".
> > Not it doesn't, as Petr said.
> > 
> > One possible approach: Assuming that a variable is
> > actually missing (all
> > NA's), note that coef(reg) is a named vector, so
> > that the character string
> > names of the regressors actually used are available.
> > You can thus check for
> > what's missing and add them as NA's at each return.
> > Though I confess that I
> > see no reason to put things ina matrix rather than
> > just using a list. But
> > that's a matter of personal taste I suppose.
> > 
> > > 
> > > 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.
> > > 
> > 
> >
> 
> 
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