[R] Dealing with NAs in lm or gmm

ONKELINX, Thierry Thierry.ONKELINX at inbo.be
Tue Oct 21 11:27:23 CEST 2014


You want na.action = na.exclude. Or remove rows with NA values from your dataset. Which is IMHO the safest way to build a model.

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
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-----Oorspronkelijk bericht-----
Van: r-help-bounces op r-project.org [mailto:r-help-bounces op r-project.org] Namens jpm miao
Verzonden: dinsdag 21 oktober 2014 10:29
Aan: r-help
Onderwerp: [R] Dealing with NAs in lm or gmm

Hi,

   My question is about NAs in the function "gmm", but I believe that the same issues occur in the case of "lm".

   I try to estimate a model by "gmm" function (GMM, generalized method of moments). Each of the  variables has 94 rows, but the resulting fitted model has only 89 rows. Then the function removes the rows with NAs.  I want to add a 94*1 vector, ONI, to the resulting fitted values; I want to find the fitted value with NAs kept. How can I do it? na.action?

   Code:

   > gmm8<-gmm(y~RDR1+xx, xiv)
Warning message:
In getDat(object$g, object$x) :
  There are missing values. Associated observations have been removed

> ONI.gmm8<-fitted(gmm8)+0.85*ONI
Error in NextMethod(.Generic) :
  dims [product 89] do not match the length of object [94] In addition: Warning message:
In `+.default`(fitted(gmm8), 0.85 * ONI) :
  longer object length is not a multiple of shorter object length

Help on na.action:
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.

Thanks!

Miao

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