I'm afraid you're a day late and a dollar short: see ?na.exclude. lm() has been around longer than you have, maybe, and is thus pretty well optimized. Not perfect, mind you, but I think it unlikely that "casual" suggestions haven't already been considered.
-- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Vivek Satsangi > Sent: Wednesday, January 18, 2006 4:08 AM > To: [email protected] > Subject: [R] Possible improvement in lm > > 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, > > > -- Vivek Satsangi > Student, Rochester, NY USA > > ______________________________________________ > [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 > ______________________________________________ [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
