Hello, I met this problem with the function step( ) when I was trying to do forward variable selection. Below is the code I used and the error message. I don't why I am getting this error message. Could someone help me out. I noticed that I got this error message whenever it chose a model with an interaction term X_p :X_q and if I put X_q before X_p in the upper scope formula, like X_q*X_p***. Shouldn't X_p:X_q be the same as X_q:X_p? So why am I getting this error message? Any help is greatly appreciated.
> x1<-rnorm(100,0,1) > x2<-rnorm(100,0,1) > x3<-rnorm(100,0,1) > y<-x1+x2+2*x3+2*x1*x3+rnorm(100,0,1) > datasim<-data.frame(cbind(y,x1,x2,x3)) > steplm<-step(lm(y~1,data=datasim),scope=list(upper=~x1*x2*x3,lower=~1),direction="forward",trace=1) Start: AIC= 274.81 y ~ 1 Df Sum of Sq RSS AIC + x3 1 615.97 914.34 225.30 + x1 1 139.97 1390.34 267.21 + x2 1 83.42 1446.90 271.20 <none> 1530.32 274.81 Step: AIC= 225.3 y ~ x3 Df Sum of Sq RSS AIC + x1 1 184.94 729.40 204.71 + x2 1 53.87 860.48 221.23 <none> 914.34 225.30 Step: AIC= 204.71 y ~ x3 + x1 Df Sum of Sq RSS AIC + x1:x3 1 533.91 195.49 75.03 + x2 1 47.44 681.96 199.98 <none> 729.40 204.71 Step: AIC= 75.03 y ~ x3 + x1 + x3:x1 Error in factor.scope(ffac, list(add = fadd, drop = fdrop)) : upper scope does not include model Thanks, Min [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch 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.