R Variable Length Differ when build linear model for residuals

问题

I am working on a problem where I want to build a linear model using residuals of two other linear models. I have used UN3 data set to show my problem since its easy put the problem here than using my actual data set.

Here is my R code:

head(UN3)
m1.lgFert.purban <- lm(log(Fertility) ~ Purban, data=UN3)
m2.lgPPgdp.purban <- lm(log(PPgdp) ~ Purban,  data=UN3)
m3 <- lm(residuals(m1.lgFert.purban) ~ residuals(m2.lgPPgdp.purban))

Here is the error I am getting:

> m3 <- lm(residuals(m1.lgFert.purban) ~ residuals(m2.lgPPgdp.purban))
Error in model.frame.default(formula = residuals(m1.lgFert.purban) ~ residuals(m2.lgPPgdp.purban),  : 
  variable lengths differ (found for 'residuals(m2.lgPPgdp.purban)')

I am not really understanding the why this error actually take place. If it was log related issue then I should have gotten the error when I am building first two models.

回答1:

Your default na.action is most likely na.omit (check with options("na.action")). This means that NA values get removed silently, resulting in different lengths of the residuals vectors. You probably want to use na.action="na.exclude", which pads the residuals with NAs.

library(alr3)
options("na.action")
#$na.action
#[1] "na.omit"

m1.lgFert.purban <- lm(log(Fertility) ~ Purban, data=UN3,na.action="na.exclude")
m2.lgPPgdp.purban <- lm(log(PPgdp) ~ Purban,  data=UN3,na.action="na.exclude")

m3 <- lm(residuals(m1.lgFert.purban) ~ residuals(m2.lgPPgdp.purban))
#Coefficients:
#                 (Intercept)  residuals(m2.lgPPgdp.purban)  
#                    -0.01245                      -0.18127

来源：https://stackoverflow.com/questions/14924541/r-variable-length-differ-when-build-linear-model-for-residuals

标签

linear-regression