Hi
just as a quick workaround you probably can use aliased value from
summary
fff<-rep(summary(reg)$aliased,4)
dim(fff)<-c(no.of.your.variables,4)
fff[which(fff)]<-NA
fff[which(!fff)]<-coef(summary(reg))
to get coef matrix with NA values
HTH
Petr
On 15 Aug 2006 at 17:15, r user <ruser2006 at yahoo.com>, wrote:
From: Petr Pikal <petr.pikal at precheza.cz>
To: r user <ruser2006 at yahoo.com>, rhelp <r-help at
stat.math.ethz.ch>
Subject: Re: [R] question re: "summarry.lm" and NA values
Date sent: Tue, 15 Aug 2006 17:15:01 +0200
> Hi
>
> On 15 Aug 2006 at 7:01, r user wrote:
>
> Date sent: Tue, 15 Aug 2006 07:01:13 -0700 (PDT)
> From: r user <ruser2006 at yahoo.com>
> To: rhelp <r-help at stat.math.ethz.ch>
> Subject: [R] question re: "summarry.lm" and NA values
>
> > Is there a way to get the following code to include
> > NA values where the coefficients are NA ?
> >
> > ((summary(reg))$coefficients)
>
> better
> coef(reg)
>
> >
> > explanation:
> >
> > Using a loop, I am running regressions on several
> > subsets of data1 .
> >
> > reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) )
> >
> > My regression has 10 independent variables, and I
> > therefore expect 11 coefficients.
> > After each regression, I wish to save the coefficients
> > and standard errors of the coefficients in a table
> > with 22 columns.
> >
> > I successfully extract the coefficients using the
> > following code:
> > reg$coefficients
> >
> > I attempt to extract the standard errors using :
> >
> > aperm((summary(reg))$coefficients)[2,]
> >
> > ((summary(reg))$coefficients)
> >
> > My problem:
> > For some of my subsets, I am missing data for one or
> > more of the independent variables. This of course
> > causes the coefficients and standard erros for this
> > variable to be NA .
>
> ??%^&*^??
>
> What version? My lm behaves in accordance with na.action and it
> throws an error in case na.fail, computes a value in case of na.omit
> or na.exclude and again throws an error if the variable consist
> exclusively from NA values.
>
> The only way how to get NA in coeficient is when a variable is either
> constant or linear combination of other variable(s). Then coef(reg)
> will give you correctly NA in the variable which appears constant and
> in this case you could use it for setting standard error also as NA
> let say by using ifelse statement and matching of names.
>
> HTH
> Petr
>
> >
> > Is there a way to include the NA standard errors, so
> > that I have the same number of standard erros and
> > coefficients for each regression, and can then store
> > the coefficients and standard erros in my table of 22
> > columns?
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch 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.
>
>
Petr Pikal
petr.pikal at precheza.cz