[R] question re: "summarry.lm" and NA values

[Petr Pikal]

Hi

On 15 Aug 2006 at 7:01, r user wrote:

Date sent:      	Tue, 15 Aug 2006 07:01:13 -0700 (PDT)
From:           	r user <ruser2006 at yahoo.com>
To:             	rhelp <r-help at stat.math.ethz.ch>
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)

better
coef(reg)

> 
> explanation:
> 
> Using a loop, I am running regressions on several
>  subsets  of  data1 .
> 
>  reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) ) 
> 
> 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$coefficients 
> 
> I attempt to extract the standard errors using :
> 
> aperm((summary(reg))$coefficients)[2,]
> 
> ((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 .

??%^&*^??

What version? My lm behaves in accordance with na.action and it 
throws an error in case na.fail, computes a value in case of na.omit 
or na.exclude and again throws an error if the variable consist 
exclusively from NA values. 

The only way how to get NA in coeficient is when a variable is either 
constant or linear combination of other variable(s). Then
coef(reg) 
will give you correctly NA in the variable which appears constant and 
in this case you could use it for setting standard error also as NA 
let say by using ifelse statement and matching of names.

HTH
Petr

> 
> 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?
> 
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Petr Pikal
petr.pikal at precheza.cz