Hi, 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/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? Best, Martin ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
