[R] Why missing values are not allowed in 'poly'?

Liviu Andronic
2016-03-23T20:41:30Z

On Wed, Mar 23, 2016 at 9:29 PM, William Dunlap <wdunlap at tibco.com>
wrote:
> I think the worst aspect of this restriction in poly() is that when
> you use poly in the formula of a model-fitting function you cannot
> have any missing values in the data, even if you supply
> na.action=na.exclude.
>
>   > d <- transform(data.frame(y=c(-1,1:10)), x=log(y))
>   Warning message:
>   In log(y) : NaNs produced
>   > fit <- lm(y ~ poly(x, 3), data=d, na.action=na.exclude)
>   Error in poly(x, 3) : missing values are not allowed in 'poly'
>
> Thus people are pushed to using a less stable formulation like
>   > fit <- lm(y ~ x + I(x^2) + I(x^3), data=d, na.action=na.exclude)
>
My difficulty precisely. What's more, I inspected the code for `poly`
and at least for the simple case of raw=TRUE it seems trivial to
support NAs. It suffices to change line 15 of the function:
if (anyNA(x)) stop("missing values are not allowed in 'poly'")

to:
if (!raw && anyNA(x)) stop("missing values are not allowed in
'poly'")

This way for raw polynomials estimation continues unimpeded. With the
change above, I get this:
> poly(x, degree = 2, raw=TRUE)
       1 2
[1,] NA NA
[2,] 1 1
[3,] 2 4
[4,] 3 9
[5,] 4 16
[6,] 5 25
[7,] 6 36
[8,] 7 49
[9,] 8 64
[10,] 9 81
[11,] 10 100
attr(,"degree")
[1] 1 2
attr(,"class")
[1] "poly" "matrix"


Regards,
Liviu


>
> Bill Dunlap
> TIBCO Software
> wdunlap tibco.com
>
> On Wed, Mar 23, 2016 at 12:59 PM, Liviu Andronic <landronimirc at
gmail.com>
> wrote:
>>
>> Dear all,
>> I'm a bit surprised by this behavior in poly:
>>
>> x <- c(NA, 1:10)
>> poly(x, degree = 2, raw=TRUE)
>> ## Error in poly(x, degree = 2, raw = TRUE) :
>> ##   missing values are not allowed in 'poly'
>> x^2
>> ## [1] NA 1 4 9 16 25 36 49 64 81 100
>>
>> As you can see, poly() will fail if the vector contains NAs, whereas
>> it is perfectly possible to obtain the square of the vector manually.
>>
>> Is there a reason for this limitation in poly?
>>
>> Regards,
>> Liviu
>>
>>
>> --
>> Do you think you know what math is?
>> http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02
>> Or what it means to be intelligent?
>> http://www.ideasroadshow.com/issues/john-duncan-2013-08-30
>> Think again:
>> http://www.ideasroadshow.com/library
>>
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>
>



--
Do you think you know what math is?
http://www.ideasroadshow.com/issues/ian-stewart-2013-08-02
Or what it means to be intelligent?