It seems you are looking for na.action = na.exclude. This is described in all good books on S/R (e.g. MASS4, p. 141) and also in an answer on this list already this week.
It is even on the help pages for residuals.lm and fitted. On Wed, 18 Jan 2006, Vivek Satsangi wrote: > Folks, > > I do a series of regressions (one for each quarter in the dataset) and > then go and extract the residuals from each stored lm object that is > returned as follows: > > vResiduals <- as.vector(unlist(resid(lQuarterlyRegressions[[i]]))); > > Here lQuarterlyRegressions is a vector of objects returned by lm(). > > Next, I may go find outliers using identify() on a plot or do some > other analysis which tells me which row of the quarterly data I need > to take a closer look at. > > However, if I try to match some point in one of the quarters that I > have with its residual, then I have to drop the points from my > "current Data" which have NA's for either the explanatory variables or > the explained, so that the vector or residuals and the data have the > same indexes. > > This lead to some serious confusion/bugs for me, and I am wondering if > it might not be better for lm to put an NA into those rows where the > point was dropped because of NA's in the explanatory or explained > variables (currently it just returns nothing at that index). Ofcourse, > there might be some arguments against this idea, and I would be > interested to hear them. > > Thank you for your time and attention, -- Brian D. Ripley, [EMAIL PROTECTED] 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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
