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My aim is to carry out a generalized linear model (glm) with 1 response variable and 13 explanatory variables.Unfortunately 3 out of the 10 explanatory variables contain NA values (2/3 of data set of this 3 variables are NA values). I realized that the "step" function does not work with NA values (https://stackoverflow.com/questions/11819472/why-does-the-number-of-rows-change-during-aic-in-r-how-to-ensure-that-this-does). Therfore my question: How can I proceed to automatically improve my glm without eliminating my sites with NA values?

This question has been duplicated (I do not understand why - it seems as if sbd migrated it): R Linear model step NA values

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kalakaru
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    First notice that stepwise regression is probably something that you do *not* want to do, e.g. http://stats.stackexchange.com/questions/13686/what-are-modern-easily-used-alternatives-to-stepwise-regression/13698 and http://stats.stackexchange.com/questions/20836/algorithms-for-automatic-model-selection/20856#20856. And about NAs - you are probably interested in imputing them http://en.wikipedia.org/wiki/Imputation_%28statistics%29 or http://www.jclinepi.com/article/S0895-4356%2806%2900197-1/pdf – Tim Apr 11 '15 at 08:06
  • Harrell's [book on regression](http://www.springer.com/us/book/9780387952321) has a chapter on the topic and he suggests imputing/interpolating as well (Similar to this [post](http://stats.stackexchange.com/questions/121414/how-do-i-handle-nonexistent-or-missing-data/122131#122131)). Another option would be to use WinBUGS/OpenBUGS/JAGS and use a Bayesian approach to estimate your missing values. – Richard Erickson Apr 11 '15 at 13:02
  • Could you describe your data in greater detail? Do you know why are those values missing? The answer to your question depends on this. – Tim Apr 11 '15 at 14:34
  • _Missing data handling_ (via _multiple imputation_ or other methods) prior to analysis might be a good option. Check [my related answer](http://stats.stackexchange.com/a/145237/31372). – Aleksandr Blekh Apr 12 '15 at 07:48

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