R help - Feb 2009 - Issue with step(): Fails to look for object$model

Hi,

 	I'm playing around with stepwise regression, using the step
function, and believe I have found a bug (or at least, a strong case for
improvement):
> ex <- data.frame(y=rnorm(100),x=rnorm(100))
> l <- lm(y ~ x, data=ex)
> step(l) 
[output is correct]
> rm(ex)
> step(l)
Start:  AIC=11.79
y ~ x

        Df Sum of Sq     RSS     AIC
- x     1     0.120 108.221   9.900
<none>              108.100  11.789
Error in inherits(x, "data.frame") : object "ex" not found

...ex is not found, so step fails. However, all of the necessary data to run
the step function is present in l$model.

I would also argue that step() *should* use l$model if at all possible, as
it seems reasonable to expect that ex may undergo changes. Further, step()
does not appear to test any other columns present in ex (even if
direction="both" is specified), unless they are specified in scope.

If I am misunderstanding step() or if there is a good reason why it operates
this way, please let me know!

--Adam

Without arguing you case I would point out that the data need not be there in
l$model:
> l <- lm(y ~ x, data=ex, model = FALSE)
> l
Call:
lm(formula = y ~ x, data = ex, model = FALSE)

Coefficients:
(Intercept)            x  
     0.1310      -0.1736  
> l$model
NULL

Model objects are often huge simply because by default they squirrel away a copy
of the original data inside themselves.  One way to avoid memory problems can be
only to keep this backup copy within the fitted model object only when you
really need to do so, which is not all that often, in fact.

I can see why step() (and allies) do not work the way you think they should. 
These functions use the call component of the fitted model object and modify
that.  And if the call component says your data are in the data frame
'ex', they take you seriously.  They your word for it.  We're not
dealing with Microsoft software here, you know.

Bill Venables
http://www.cmis.csiro.au/bill.venables/ 


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Adam D. I. Kramer
Sent: Sunday, 15 February 2009 12:44 PM
To: r-help at r-project.org
Subject: [R] Issue with step(): Fails to look for object$model

Hi,

 	I'm playing around with stepwise regression, using the step
function, and believe I have found a bug (or at least, a strong case for
improvement):
> ex <- data.frame(y=rnorm(100),x=rnorm(100))
> l <- lm(y ~ x, data=ex)
> step(l) 
[output is correct]
> rm(ex)
> step(l)
Start:  AIC=11.79
y ~ x

        Df Sum of Sq     RSS     AIC
- x     1     0.120 108.221   9.900
<none>              108.100  11.789
Error in inherits(x, "data.frame") : object "ex" not found

...ex is not found, so step fails. However, all of the necessary data to run
the step function is present in l$model.

I would also argue that step() *should* use l$model if at all possible, as
it seems reasonable to expect that ex may undergo changes. Further, step()
does not appear to test any other columns present in ex (even if
direction="both" is specified), unless they are specified in scope.

If I am misunderstanding step() or if there is a good reason why it operates
this way, please let me know!

--Adam

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