IMHO this is not a question about R... it is a question about statistics whether R is involved or not. As such, a forum like stats.stackexchange.com would be better suited to address this.
FWIW I happen to think that expecting R to solve this for you is unreasonable. -- Sent from my phone. Please excuse my brevity. On March 15, 2016 8:14:42 AM PDT, Lorenzo Isella <lorenzo.ise...@gmail.com> wrote: >Dear All, >A situation that for sure happens very often: suppose you are in the >following situation > >set.seed(1235) >x1 <- seq(30) >x2 <- c(rep(NA, 9), rnorm(19)+9, c(NA, NA)) >x3 <- c(rnorm(17)-2, rep(NA, 13)) > >y <- exp(seq(1,5, length=30)) > > >mm<-lm(y~x1+x2+x3) > >i.e. you try a simple linear regression with multiple regressors >which exhibit some missing values. >This is what happens to me while working with some time series which I >use as regressors and whose missing values are padded with NAs. >lm, as a default, disregard the sets of incomplete observations and >therefore drops quite a lot of data. >Is there any way to circumvent this? I mean, is there a way to somehow >come up with a piecewise linear regression where, whenever possible, >all the 3 regressors are used but we switch to 1 or 2 when there are >missing data? >I say this because it is totally unfeasible to try to figure out the >values of the missing data in my regressors, but at the same time I >cannot restrict my model to the intersection of the non-NA values in >the 3 regressors. If this makes sense, do I have to code it myself or >is there any package which already implemented this? >Any suggestion is appreciated. >Cheers > >Lorenzo > >______________________________________________ >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >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. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
