R help - Apr 2013 - Stepwise regression for multivariate case in R?

Hi! I am trying to make a stepwise regression in the multivariate case, using
Wilks' Lambda test.
I've tried this: 
>  greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data )
But it only returns:
Error in model.frame.default(formula = X[, j] ~ grouping, drop.unused.levels =
TRUE) :
  variable lengths differ (found for 'grouping') 
What can be wrong here? I have checked and all variables in my.data is of the
same length.
//Jonathan
 		 	   		  
	[[alternative HTML version deleted]]

Since stepwise methods do not work as advertised in the univariate case I'm
wondering why they should work in the multivariate case.
Frank

Jonathan Jansson wrote
> Hi! I am trying to make a stepwise regression in the multivariate case,
> using Wilks' Lambda test.
> I've tried this: 
>>  greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data )
> But it only returns:
> Error in model.frame.default(formula = X[, j] ~ grouping,
> drop.unused.levels = TRUE) : 
>   variable lengths differ (found for 'grouping') 
> What can be wrong here? I have checked and all variables in my.data is of
> the same length.
> //Jonathan
>  		 	   		  
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.




-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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On 26.04.2013 13:58, Jonathan Jansson wrote:
> Hi! I am trying to make a stepwise regression in the multivariate case,
using Wilks' Lambda test.
> I've tried this:
>>   greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data )
> But it only returns:
> Error in model.frame.default(formula = X[, j] ~ grouping,
drop.unused.levels = TRUE) :
>    variable lengths differ (found for 'grouping')
> What can be wrong here? I have checked and all variables in my.data is of
the same length.
Simply answer: It was never intended to work for the multivariate case.
I will add a stop() with a better error message.

Best,
Uwe Ligges






> //Jonathan
>   		 	   		
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at 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.
>