On Nov 16, 2012, at 12:16 PM, Mark Ebbert wrote: > I haven't heard anything on this question. Is there something fundamentally > wrong with my question? Any feedback is appreciated. >
Perhaps failure to read this sig at the bottom of every posted message to rhelp? "PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code." > 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." >From the help page of step: "If scope is a single formula, it specifies the upper component, and the lower model is empty. " >> 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. I generally avoid answering questions about stepwise regression, because most of them do not include sufficient background material to justify that strategy. Yours certainly did not. >> 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! Well, I would have guessed all two-way interactions (all 45 of them in your case) would be included and then successively reduce until you got to your specified (arbitrary and most likely incorrectly set) endpoint.) I think the help page Details section is unclear on this point. I do not think that the 120 potential three-way interactions are part of the scope in that instance, but it should be easy enough for you to test that possibility. -- David Winsemius, MD Alameda, CA, USA ______________________________________________ R-help@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.
