> Of course I can extend the new dataframe with a few thousands
> NAs, but is there a more elegant solution?
That should not be necessary: predict.lm should work on any number of newdata
rows, whether longer or shorter than the original data set.
However, the help page for predict.lm says (among other things)
"If the fit is rank-deficient, some of the columns of the design
matrix will have been dropped. Prediction from such a fit only
makes sense if 'newdata' is contained in the same subspace as the
original data. That cannot be checked accurately, so a warning is
issued."
Could that be the situation you are in? If it is, it's not the new data that
causes the problem, but the original fit.
S Ellison
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