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MathGroup Archive 2004

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Re: Regression with missing values

  • To: mathgroup at smc.vnet.net
  • Subject: [mg51640] Re: Regression with missing values
  • From: Bill Rowe <readnewsciv at earthlink.net>
  • Date: Wed, 27 Oct 2004 23:42:48 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

On 10/27/04 at 1:54 AM, ludenscheid1 at hotmail.com (Nikolas Kiefer)
wrote:

>Can Mathematica handle regression where the dependent variables
>sometimes have missing values?  If so, how are these missing values
>to be represented in the data?

How do you want the missing values treated? Simply ignored? If so, code the missing values in any manner you find suitable to easily distinguish them from valid values and use DeleteCases to delete them from the data matrix given to the regression routine you want to use.

For example, I have a data file with optical power measurements made in dBm. Valid measurements are negative numbers. So, I used 9999 to replace the missing values. Then I use DeleteCases[data,{_,9999}] to strip these values from the data matrix.
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