Yes. I believe what you're looking for is: See ?predict.lm and what it has to say about the na.action=na.exclude argument to lm.
Cheers, Bert Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." H. Gilbert Welch On Tue, Apr 15, 2014 at 1:22 PM, Mast, Brent D <brent.d.m...@hud.gov> wrote: > Hi. > > I'm trying to produce lm fitted values and standard errors for cases with > missing y values. I know how to compute these myself with matrix algebra, but > I'm wondering if there is an appropriate na.action in the lm function to do > this. > Here is some simple code where I use na.action=NULL with a dataset with 2 > missing y values, but the model won't estimate. It also won't run with > na.action=TRUE or FALSE. Any suggestions would be appreciated. > > Thanks much, > Brent Mast > > x <- rnorm(15) > y <- x + rnorm(15) > lm <- lm(y ~ x) > fit <- fitted(lm) > fit > # 2 new x cases > newx <- c(x,-3, 3) > # set y to NA for new cases > newy <- matrix(,17,1) > newy[1:15,1] <- y > newdata <- data.frame(newy,newx) > newdata > lmnew <- lm(newy ~ newx,newdata,na.action=NULL) > fitnew <- fitted(lmnew) > fitnew > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org 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@r-project.org 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.
