I think I just figured it out. x is a matrix. l <- lm(y ~ x) works for generating a model, but fails. (It considers x as a single item to add/remove for step.)
Step does work if I use a data.frame foo <- cbind(y,x) l <- lm(y ~ ., data=foo) Now step(l) works. I guess R doesn't look at the "x" in the first version to iterate through the different variable. It does, however iterate when the "." is used in a formula. On 1/10/11 1:13 AM, Joshua Wiley wrote: > Hi Noah, > > Are you able to reproduce the example on a smaller dataset? Do you have any > strange variable names or I created a 30000 x 100 matrix, fit a linear > model and step has been running fine (other than bringing my poor netbook to > it's knees). It also might be helpful if you could post your session info > per the posting guide. > > You could also try: debug(step). Then run step on your model so you can see > what the function does before it exits. > > Cheers, > > Josh > > On Jan 9, 2011, at 23:57, Noah Silverman <n...@smartmediacorp.com> wrote: > >> Hi, >> >> I have a fairly simple linear regression using the lm function. There >> are about 100 variables and 30,000 rows of data. It runs fine and >> produces a decent looking R2 value. I'm interested in performing a >> stepwise variable selection to see if things can be cleaned up a bit. >> >> Calling the step function returns ONE iteration (all the variables) and >> then stops. No errors are reported. >> >> Can someone suggest why this might not be working as expected. >> (Normally this function steps through all the variables to find the >> "best" combination.) >> >> Thanks! >> >> -N >> >> ______________________________________________ >> R-help@r-project.org 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@r-project.org 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.
