If anyone's interested, I got round it by doing:
tryCatch(lm(data~model,na.action=na.fail),error=function(err){NA})
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Neil Beddoe
Sent: 23 January 2009 15:40
To: 'Prof Brian Ripley'
Cc: r-help@r-project.org
Subject: Re: [R] Returning NA from lm
I tried that I'm afraid. I still get values for groups with missing data. I
think na.exclude just ignores the NAs but I want it to return NA. Where one of
the values is NA.
-----Original Message-----
From: Prof Brian Ripley [mailto:rip...@stats.ox.ac.uk]
Sent: 23 January 2009 13:04
To: Neil Beddoe
Cc: r-help@r-project.org
Subject: Re: [R] Returning NA from lm
See ?na.exclude
On Fri, 23 Jan 2009, Neil Beddoe wrote:
> Hi.
>
> I need to apply run a regression analysis for groups of data of fixed
> length:100 As, 100 Bs, 100 Cs etc.
>
> eg
>
> x
> Key Value
> A 1
> A 21.2
> A 4
> A 6.5
> ...repeat 96 times with differing values of A
> B 1
> B 2.3
> B NA
> B 6.5
> ...repeat 96 times with differing values of B etc
>
> I run these against a linear model using tapply(data$Value,
> data$Key,FUN=regr,100) where
> regr<-function(x,w)
> {
> #run the model against the last w values of x
> lm((x[length(x)-w):length(x)]~myModel(w))
> }
> In the results, I want to return NA for any Key group where one or more of
> the values is NA. If I run the above I get a regression structure ignoring
> the missing values and returning values for data that contains NA. Using
> na.action=na.fail or na.action=NULL causes the whole tapply function to fail
> and I get nothing. Is there a way I can get lm to return NA if any of the
> values in the data are NA but valid numbers for complete data?
>
> I realise that I could remove the groups with NAs but I'm running the
> regressions over multiple time periods and most of the data groups will have
> a full complement of data for at least some of these periods. It becomes a
> pain to manage NAs if I do that.
>
> Sorry if the above is a little unclear.
>
> Thanks
>
> Neil
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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Marble Bar Asset Management LLP's terms and conditions of business or client
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