[R] na.action and simultaneous regressions

Talbot Katz topkatz at msn.com
Wed Jan 3 23:23:04 CET 2007

Hi Bert.

Thank you so much, your solution with "apply" works perfectly.  Sorry, I 
know this was an elementary question, and I saw the statement you referred 
to on the Help page.  I just wasn't sure why, considering that there is a 
facility for na options, the option of treating the dependent variables 
separately with respect to missing values wasn't included.  Thanks!

--  TMK  --
212-460-5430	home
917-656-5351	cell

>From: Bert Gunter <gunter.berton at gene.com>
>To: "'Talbot Katz'" <topkatz at msn.com>, <r-help at stat.math.ethz.ch>
>Subject: RE: [R] na.action and simultaneous regressions
>Date: Wed, 3 Jan 2007 13:46:03 -0800
>As the Help page says:
>If response is a matrix a linear model is fitted separately by 
>to each column of the matrix
>So there's nothing hidden going on "behind the scenes," and
>apply(cbind(y1,y2),2,function(z)lm(z~x)) (or an explicit loop, of course)
>will produce a list each of whose components is a separate fit using all 
>nonmissing data in the column.
>Bert Gunter
>Genentech Nonclinical Statistics
>South San Francisco, CA 94404
>-----Original Message-----
>From: r-help-bounces at stat.math.ethz.ch
>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Talbot Katz
>Sent: Wednesday, January 03, 2007 11:56 AM
>To: r-help at stat.math.ethz.ch
>Subject: [R] na.action and simultaneous regressions
>I am running regressions of several dependent variables using the same set
>of independent variables.  The independent variable values are complete, 
>each dependent variable has some missing values for some observations; by
>default, lm(y1~x) will carry out the regressions using only the 
>without missing values of y1.  If I do lm(cbind(y1,y2)~x), the default will
>be to use only the observations for which neither y1 nor y2 is missing.  
>like to have the regression for each separate dependent variable use all 
>non-missing cases for that variable.  I would think that there should be a
>way to do that using the na.action option, but I haven't seen this in the
>documentation or figured out how to do it on my own.  Can it be done this
>way, or do I have to code the regressions in a loop?  (By the way, since it
>restricts to non-missing values in all the variables simultaneously, is 
>because it's doing some sort of SUR or other simultaneous equation
>estimation behind the scenes?)
>--  TMK  --
>212-460-5430	home
>917-656-5351	cell
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide 
>and provide commented, minimal, self-contained, reproducible code.

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