[R] Regression with Missing values. na.action?

[David Barron]

na.exclude should give the same results as na.omit, which is the
default na.action.  Is the number of complete cases the same in these
two regressions?

On 26/07/07, Vaibhav Gathibandhe <gathibandhe.vaibhav at gmail.com> wrote:
> Hi all,
>
> Can you please tell me what is the problem here.
>
> My regression eq is  y = B0 + B1X1 +B2X2 +e
> And i am interested in coefficient B1
>
> I am doing regression with two cases:
>
> 1) reg<-lm(y ~ X1 + X2, sam) where sam is the data
>
> 2) reg<-lm(y ~ X1 + X2, sam, na.action= na.exclude) . I have missing values
> in X1
>
>
> but the values of coefficient is not consistent in two cases.
>
> Actually B1 in case one sould be smaller than B1 in case 2. But sometimes it
> comes greater.
>
> I can't figure it out. Is there some problem with *na.action ? *My sample
> size is 100
>
>
> *Regards,*
> *Vaibhav*
>
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>
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-- 
=================================
David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP