R help - Nov 2012 - Stepwise regression scope: all interacting terms (.^2)

Dear Gurus,

Thank you in advance for your assistance. I'm trying to understand scope
better when performing stepwise regression using "step." I have a
model with a binary response variable and 10 predictor variables. When I perform
stepwise regression I define scope=.^2 to allow interactions between all terms.
But I am missing something. When I perform stepwise regression (both directions)
on the main model (y~x1+x2+?+x10) the method returns quickly with an answer;
however, when I define all interactions in the main model
(y~x1+x2+?+x10+x1:x2+x1:x3+?) and then perform stepwise regression (backward
only) it runs so long I have to kill it.

So here's my question: what is the difference between scope=.^2 on the
additive (proper term?) model and defining all interactions and doing backward
regression? My understanding is that .^2 is supposed to allow all interactions!

Thank you for your help.

Mark

I haven't heard anything on this question. Is there something fundamentally
wrong with my question? Any feedback is appreciated.

Mark
On Nov 15, 2012, at 8:13 AM, Mark T. W. Ebbert wrote:
> Dear Gurus,
> 
> Thank you in advance for your assistance. I'm trying to understand
scope better when performing stepwise regression using "step." I have
a model with a binary response variable and 10 predictor variables. When I
perform stepwise regression I define scope=.^2 to allow interactions between all
terms. But I am missing something. When I perform stepwise regression (both
directions) on the main model (y~x1+x2+?+x10) the method returns quickly with an
answer; however, when I define all interactions in the main model
(y~x1+x2+?+x10+x1:x2+x1:x3+?) and then perform stepwise regression (backward
only) it runs so long I have to kill it.
> 
> So here's my question: what is the difference between scope=.^2 on the
additive (proper term?) model and defining all interactions and doing backward
regression? My understanding is that .^2 is supposed to allow all interactions!
> 
> Thank you for your help.
> 
> Mark
>