[R] Residual-Plotting and na.exclude

[PIKAL Petr]

Hi

I tried plm and it seems that na.exclude does not work. Try to connect maintainer directly.

> maintainer("plm")
[1] "Yves Croissant <yves.croissant at univ-reunion.fr>"
>

The only workaround I can think about is to give NAs to proper places in residual vector. In your example it is simple

nas<-lapply(data, function(x) which(is.na(x)))$inv2
fit <- plm(value~inv2+capital, data = data,na.action=na.exclude ,index=c("firm","year"))
res<-resid(fit)
xyplot(c(res[1:100], rep(NA, length(nas)), res[101:180]) ~ firm, data=data)

another option would be to use
?complete.cases

to find rows without NAs and select only those without missing values.

However in real situations this can be tricky.

Regards
Petr

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Katharina Mersmann
> Sent: Thursday, July 03, 2014 4:19 PM
> To: r-help at r-project.org
> Subject: [R] Residual-Plotting and na.exclude
>
>
>
> -----Ursprüngliche Nachricht-----
> Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> Im
> Auftrag von Katharina Mersmann
> Gesendet: Dienstag, 1. Juli 2014 16:22
> An: r-help at r-project.org
> Betreff: [R] (PLM- package) Residual-Plotting and missing Values
>
> Dear R-Community,
>
> I tried plotting the residuals of an FE-model estimated via plm .
>
> And detected that there are no residuals in the plot for the last two
> countries.
>
> I guess this happens because for some countries values are missing and
> R
> gives me the following for
> > fixed.reg1.new$resid[1]
>
>          5
>
> -0.4051985
>
> Because the first 4 elements are missing. So there are residuals
> different
> from zero for the last two countries, but because of NA there4s a shift
> because the residuals are not padded to the correct length.
> I  read  in https://stat.ethz.ch/pipermail/r-help/2008-June/166312.html
> and the manual that na.action=na.exclude is useful in lm-case to avoid
> this:
> (when na.exclude is used the residuals and predictions are padded to
> the
> correct length by inserting NAs for cases omitted by na.exclude)
> and tried it for my plm regression, but it does not work.
>
> To make it easier explaining the way of proceeding, a reproducible
> example
> could be:
>
> > # add NA4s for firm 6
> > data("Grunfeld", package = "plm")
> > Grunfeld$inv2= ifelse(Grunfeld$firm==6,NA, Grunfeld$inv)
> > data<- pdata.frame(Grunfeld,index=c("firm","year"))
> > fixed.reg1.1 <- plm(value~inv2+capital,
> +                data = data,na.action=na.exclude
> + ,index=c("firm","year"),
> model="within")
> > #resid(fixed.reg1.1)
> > # no values for firm 6, no residuals displayed from 101-120
> > fixed.reg1.1$resid[105]
>      125
> 9.371963
>
> > require(lattice)
> > xyplot(resid(fixed.reg1.1) ~ firm, data=data)
> # As you can see because of  the NA4s of firm 6 ,there is a shift
> because
> the residuals are not padded to the correct length,
> and looking at the plot suggests there are no residuals for firm 10 but
> for
> firm 6, which is not true.
>
>
>
> Perhaps you have an Idea how to get residuals into the correct length?
> Or
> another way to deal with it?
> Thanks in advance for your help!
>
> Have a nice day Katie
>
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

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