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Since you (incorrectly) thought this was a bug in MASS, you should have
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On Wed, 11 Oct 2006, Martin C. Martin wrote:
> Hi,
>
> First of all, thanks for the great work on R in general, and MASS in
> particular. It's been a life saver for me many times.
>
> However, I think I've discovered a bug. It seems that, when I use
> weights during an initial least-squares regression fit, and later try to
> add terms using stepAIC(), it uses the weights when looking to remove
> terms, but not when looking to add them:
>
> hills.lm <- lm(time ~ dist + climb, data = hills, weights = 1/dist2)
Presumably dist^2?
> small.hills.lm <- stepAIC(hills.lm)
> stepAIC(small.hills.lm, time ~ dist + climb)
>
> In the first stepAIC(), it says that the AIC for the full "time ~ dist
+
> climb" is 94.41. Yet, during the second stepAIC, it says adding climb
> would produce an AIC of 212.1 (and an RSS of 12633.3). Is this a bug?
Yes, but not in stepAIC. Consider
> drop1(hills.lm)
Single term deletions
Model:
time ~ dist + climb
Df Sum of Sq RSS AIC
<none> 437.64 94.41
dist 1 164.05 601.68 103.55
climb 1 8.66 446.29 93.10> add1(small.hills.lm, time ~ dist + climb)
Single term additions
Model:
time ~ dist
Df Sum of Sq RSS AIC
<none> 15787.2 217.9
climb 1 3153.8 12633.3 212.1> stats:::add1.default(small.hills.lm, time ~ dist + climb)
Single term additions
Model:
time ~ dist
Df AIC
<none> 93.097
climb 1 94.411
so the bug is in add1.lm, part of R itself. Other code has been altered
which then broke add1.lm and 'z' needs to be given class "lm".
Now fixed
in r-devel and r-patched.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595