Hi Bert. Thank you so much, your solution with "apply" works perfectly. Sorry, I know this was an elementary question, and I saw the statement you referred to on the Help page. I just wasn't sure why, considering that there is a facility for na options, the option of treating the dependent variables separately with respect to missing values wasn't included. Thanks!
-- TMK -- 212-460-5430 home 917-656-5351 cell >From: Bert Gunter <[EMAIL PROTECTED]> >To: "'Talbot Katz'" <[EMAIL PROTECTED]>, <r-help@stat.math.ethz.ch> >Subject: RE: [R] na.action and simultaneous regressions >Date: Wed, 3 Jan 2007 13:46:03 -0800 > >As the Help page says: > >If response is a matrix a linear model is fitted separately by >least-squares >to each column of the matrix > >So there's nothing hidden going on "behind the scenes," and >apply(cbind(y1,y2),2,function(z)lm(z~x)) (or an explicit loop, of course) >will produce a list each of whose components is a separate fit using all >the >nonmissing data in the column. > >Bert Gunter >Genentech Nonclinical Statistics >South San Francisco, CA 94404 > > >-----Original Message----- >From: [EMAIL PROTECTED] >[mailto:[EMAIL PROTECTED] On Behalf Of Talbot Katz >Sent: Wednesday, January 03, 2007 11:56 AM >To: r-help@stat.math.ethz.ch >Subject: [R] na.action and simultaneous regressions > >Hi. > >I am running regressions of several dependent variables using the same set >of independent variables. The independent variable values are complete, >but > >each dependent variable has some missing values for some observations; by >default, lm(y1~x) will carry out the regressions using only the >observations > >without missing values of y1. If I do lm(cbind(y1,y2)~x), the default will >be to use only the observations for which neither y1 nor y2 is missing. >I'd > >like to have the regression for each separate dependent variable use all >the > >non-missing cases for that variable. I would think that there should be a >way to do that using the na.action option, but I haven't seen this in the >documentation or figured out how to do it on my own. Can it be done this >way, or do I have to code the regressions in a loop? (By the way, since it >restricts to non-missing values in all the variables simultaneously, is >this > >because it's doing some sort of SUR or other simultaneous equation >estimation behind the scenes?) > >Thanks! > >-- TMK -- >212-460-5430 home >917-656-5351 cell > >______________________________________________ >R-help@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. > ______________________________________________ R-help@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.
