Hello,
I believe you want na.action = na.exclude.
lmnew <- lm(newy ~ newx,newdata,na.action=na.exclude)
na.action can not be set to TRUE or FALSE. From the help page ?lm
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.
Hope this helps,
Rui Barradas
Em 15-04-2014 21:22, Mast, Brent D escreveu:
Hi.
I'm trying to produce lm fitted values and standard errors for cases with
missing y values. I know how to compute these myself with matrix algebra, but
I'm wondering if there is an appropriate na.action in the lm function to do
this.
Here is some simple code where I use na.action=NULL with a dataset with 2
missing y values, but the model won't estimate. It also won't run with
na.action=TRUE or FALSE. Any suggestions would be appreciated.
Thanks much,
Brent Mast
x <- rnorm(15)
y <- x + rnorm(15)
lm <- lm(y ~ x)
fit <- fitted(lm)
fit
# 2 new x cases
newx <- c(x,-3, 3)
# set y to NA for new cases
newy <- matrix(,17,1)
newy[1:15,1] <- y
newdata <- data.frame(newy,newx)
newdata
lmnew <- lm(newy ~ newx,newdata,na.action=NULL)
fitnew <- fitted(lmnew)
fitnew
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