[R] Dealing with NAs in lm or gmm

Tue Oct 21 11:51:14 CEST 2014

It looks like gmm is not handling na.exclude correctly. You should contact the package maintainer.

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
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Van: jpm miao [mailto:miaojpm op gmail.com]
Verzonden: dinsdag 21 oktober 2014 11:35
Aan: ONKELINX, Thierry
CC: r-help
Onderwerp: Re: [R] Dealing with NAs in lm or gmm

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 op inbo.be<mailto:Thierry.ONKELINX op 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<tel:%2B%2032%202%20525%2002%2051>
+ 32 54 43 61 85<tel:%2B%2032%2054%2043%2061%2085>
Thierry.Onkelinx op inbo.be<mailto:Thierry.Onkelinx op inbo.be>
www.inbo.be<http://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 op r-project.org<mailto:r-help-bounces op r-project.org> [mailto:r-help-bounces op r-project.org<mailto:r-help-bounces op 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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