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2006 Nov 12
0
forward variable selection using function step
...houldn'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>...