There seems to be some obscure features in step() when you have interaction terms: their interpretation is order sensitive. Term A:B is regarded to be something else than B:A. Sometimes this results in error

Error in factor.scope(ffac, list(add = fadd, drop = fdrop)) :
        upper scope does not include model

Just because R internally decides to order terms differently than in the scope (this may happen even when you have produced the scope by first fitting the maximal model, and then extracting that using scope=formula()). I once was diligent enough to trace this to a certain C function where this ordering was done, but I was not clever enough to instantly know how to change the behaviour.

cheers, jari oksanen

On 19 Mar 2004, at 17:25, Anon. wrote:

I can only assume I'm betraying my ignorance here, but this is not what I would expect.

I'm getting the following from a stepwise selection (with both step and stepAIC):

> step(lm(sqrt(Grids)~ SE + Edge + NH), scope=~ (Edge + SE + NH)^2)
Start:  AIC= 593.56
 sqrt(Grids) ~ SE + Edge + NH

          Df Sum of Sq    RSS    AIC
<none>                 2147.0  593.6
+ Edge:NH  1       3.0 2143.9  595.1
+ SE:NH    4      23.2 2123.8  598.4
- NH       1      75.8 2222.8  601.6
- Edge     1     448.7 2595.7  646.4
- SE       4    1033.7 3180.6  699.1


My problem is that the SE:Edge term is not added. Now, I know that I've specified the terms in a different order in the start model and the scope, but this shouldn't matter, should it? Aren't these model specifications commutative?


Am I missing something important, or is this just an obscure feature?

Bob

--
Bob O'Hara

Dept. of Mathematics and Statistics
P.O. Box 4 (Yliopistonkatu 5)
FIN-00014 University of Helsinki
Finland
Telephone: +358-9-191 23743
Mobile: +358 50 599 0540
Fax:  +358-9-191 22 779
WWW:  http://www.RNI.Helsinki.FI/~boh/
Journal of Negative Results - EEB: http://www.jnr-eeb.org

______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Reply via email to