Gentlemen, (I am using R 2.2.1 in a Windows environment.)
I apologize but I did not fully comprehend all of your answer. I have a dataframe called data1. I run several liner regression using the lm function similar to: reg <- ( lm(lm(data1[,2] ~., data1[,2:4])) ) I see from generous answers below how I can use "coef(reg)" to extract the coefficient estimates. (If the coefficient for a variable is for some reason NA, "coef(reg)" returns NA for that coefficient, which is what I want.) My question: What is the best way to get the standard errors, including NA values that go with each of these coefficient estimates? (i.e. If the coefficient estimate is NA, I similarly want the standard error to come back as NA, so that the length of coef(reg) is the same as the length of the vector that contains the standard errors. ) Thanks very much for all your help, and I apologize for my need of additional assistance. --- Berton Gunter <[EMAIL PROTECTED]> wrote: > "Is there a way to..." always has the answer "yes" > in R (or C or any > language for that matter). The question is: "Is > there a GOOD way...?" where > "good" depends on the specifics of the situation. So > after that polemic, > below is an effort to answer, (adding to what Petr > Pikal already said): > > -- 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 r user > > Sent: Tuesday, August 15, 2006 7:01 AM > > To: rhelp > > Subject: [R] question re: "summarry.lm" and NA > values > > > > Is there a way to get the following code to > include > > NA values where the coefficients are "NA"? > > > > ((summary(reg))$coefficients) > BAAAD! Don't so this. Use the extractor on the > object: coef(reg) > This suggests that you haven't read the > documentation carefully, which tends > to arouse the ire of would-be helpers. > > > > > explanation: > > > > Using a loop, I am running regressions on several > > "subsets" of "data1". > > > > "reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) )" > ??? There's an error here I think. Do you mean > update()? Do you have your > subscripting correct? > > > > > My regression has 10 independent variables, and I > > therefore expect 11 coefficients. > > After each regression, I wish to save the > coefficients > > and standard errors of the coefficients in a table > > with 22 columns. > > > > I successfully extract the coefficients using the > > following code: > > "reg$coefficients" > Use the extractor, coef() > > > > > I attempt to extract the standard errors using : > > > > aperm((summary(reg))$coefficients)[2,] > > BAAAD! Use the extractor vcov(): > sqrt(diag(vcov(reg))) > > > > ((summary(reg))$coefficients) > > > > My problem: > > For some of my subsets, I am missing data for one > or > > more of the independent variables. This of course > > causes the coefficients and standard erros for > this > > variable to be "NA". > Not it doesn't, as Petr said. > > One possible approach: Assuming that a variable is > actually missing (all > NA's), note that coef(reg) is a named vector, so > that the character string > names of the regressors actually used are available. > You can thus check for > what's missing and add them as NA's at each return. > Though I confess that I > see no reason to put things ina matrix rather than > just using a list. But > that's a matter of personal taste I suppose. > > > > > Is there a way to include the NA standard errors, > so > > that I have the same number of standard erros and > > coefficients for each regression, and can then > store > > the coefficients and standard erros in my table of > 22 > > columns? > > > > ______________________________________________ > > 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.