[R] Dealing with NAs in lm or gmm

[jpm miao]

I tries "na.action = na.exclude" but it returns a fitted vector with NAs
removed.
Is there any way to return the fitted vector with NAs (In my case, 94*1
matrix)?

> gmm8<-gmm(y~RDR1+xx, xiv, na.action = na.exclude)
Warning message:
In getDat(object$g, object$x) :
  There are missing values. Associated observations have been removed
> nrow(fitted(gmm8))
[1] 89
> nrow(xx)
NULL
> nrow(as.matrix(xx))
[1] 94
> nrow(RDR1)
[1] 94
> nrow(y)
[1] 94

2014-10-21 17:27 GMT+08:00 ONKELINX, Thierry <Thierry.ONKELINX at inbo.be>:

> You want na.action = na.exclude. Or remove rows with NA values from your
> dataset. Which is IMHO the safest way to build a model.
>
> ir. Thierry Onkelinx
> Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
> Forest
> team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
> Kliniekstraat 25
> 1070 Anderlecht
> Belgium
> + 32 2 525 02 51
> + 32 54 43 61 85
> Thierry.Onkelinx at inbo.be
> www.inbo.be
>
> To call in the statistician after the experiment is done may be no more
> than asking him to perform a post-mortem examination: he may be able to say
> what the experiment died of.
> ~ Sir Ronald Aylmer Fisher
>
> The plural of anecdote is not data.
> ~ Roger Brinner
>
> The combination of some data and an aching desire for an answer does not
> ensure that a reasonable answer can be extracted from a given body of data.
> ~ John Tukey
>
>
> -----Oorspronkelijk bericht-----
> Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> Namens jpm miao
> Verzonden: dinsdag 21 oktober 2014 10:29
> Aan: r-help
> Onderwerp: [R] Dealing with NAs in lm or gmm
>
> Hi,
>
>    My question is about NAs in the function "gmm", but I believe that the
> same issues occur in the case of "lm".
>
>    I try to estimate a model by "gmm" function (GMM, generalized method of
> moments). Each of the  variables has 94 rows, but the resulting fitted
> model has only 89 rows. Then the function removes the rows with NAs.  I
> want to add a 94*1 vector, ONI, to the resulting fitted values; I want to
> find the fitted value with NAs kept. How can I do it? na.action?
>
>    Code:
>
>    > gmm8<-gmm(y~RDR1+xx, xiv)
> Warning message:
> In getDat(object$g, object$x) :
>   There are missing values. Associated observations have been removed
>
> > ONI.gmm8<-fitted(gmm8)+0.85*ONI
> Error in NextMethod(.Generic) :
>   dims [product 89] do not match the length of object [94] In addition:
> Warning message:
> In `+.default`(fitted(gmm8), 0.85 * ONI) :
>   longer object length is not a multiple of shorter object length
>
> Help on na.action:
> na.action
> a function which indicates what should happen when the data contain NAs.
> The default is set by the na.action setting of options, and is na.fail if
> that is unset. The ‘factory-fresh’ default is na.omit. Another possible
> value is NULL, no action. Value na.exclude can be useful.
>
> Thanks!
>
> Miao
>
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