[R] How to perform an ols estimation with lm ignoring NA values

Francesca Pancotto F.Pancotto at ulg.ac.be
Thu Oct 22 12:56:25 CEST 2009

Dear R community,
probably my question is obvious but I did not find any solution yet by
browsind the mailing list results.
I need to perform a simple ols regression in a dataset with cross section
data, where no temporal dimension is inserted. In this data set there are
missing values. I would like the software to perform the ols regression
but to just ignore these data and consider the rest.

I tried to use the function na.action=na.omit in

lm( y~x, na.action=na.omit)
but it seems to exert no effect on the function.

Thank you for any available help.

Post - doc Finance
HEC Management School of the University of Liège
Rue Louvrex, 14 ,
Bldg N1 , B-4000 Liège
Web: https://mail.sssup.it/~pancotto

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