Is there a function to return the matching response vector to model.matrix?

Question

In glmnet() I have to specify the raw X matrix and response vector Y (different than lm where you can specify the model formula). model.matrix() will correctly remove incomplete observations from the X matrix, but it doesn't include the response in the output object. So I will have something like this:

mydf
glmnet(y = mydf$response, x = model.matrix(myformula, mydf)[,-1], ...)

When model.matrix removes observations the y and x dimensions won't match. Is there a function to align y data to x?

Do it in two steps ... `newdat <- na.omit(mydf)` and then the `glmnet (y=newdat$y ...)` — user20650, Jul 31 '15 at 13:37
This only work partially, because na.omit will remove all obs, including NAs for variables not used in the model. — Robert Kubrick, Jul 31 '15 at 13:44
of course... you only select the variables your are interested in `na.omit(mydf[vars])` - but Josh gives a good answer — user20650, Jul 31 '15 at 16:51

score 2 · Accepted Answer · answered Jul 31 '15 at 14:45

Try using model.frame and model.response.

> d <- data.frame(y=rnorm(3), x=c(1,NA,2), z=c(NA, NA, 1))
> d
           y  x  z
1 -0.6257260  1 NA
2 -0.4979723 NA NA
3 -1.2233772  2  1
> form <- y~x
> mf <- model.frame(form, data=d)
> model.response(mf)
        1         3
-0.625726 -1.223377
> model.matrix(form, mf)
  (Intercept) x
1           1 1
3           1 2
attr(,"assign")
[1] 0 1

I'm not familiar with glmnet, it might be the case that mf is sufficient, just passing y=mf[1,] and x=mf[-1,].

Is there a function to return the matching response vector to model.matrix?

1 Answers1