Z ~ (A+B+C+D)^3 means give all main effects and interactions up to the 3 way interactions, but not above (change ^3 to ^2 to limit to 2 way interactions).
You can do a semi manual stepwise procedure using the add1 and drop1 commands or the addterm and dropterm commands in the MASS package. But be aware that using a final model gained from stepwise procedures tends to give estimates of the slopes biased away from 0. Better options have been discussed quite a bit on this list (search the archives) and Frank Harrell's book "Regression Modeling Strategies" gives more information. Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of ppeetteerr > Sent: Friday, January 23, 2009 10:45 AM > To: r-help@r-project.org > Subject: [R] R stepping through multiplie interactions > > > I have a lm in R in the form > model <- lm( Z ~ A*B*C*D,data=mydata) > I want to run the model and include all interactions expect the 4 way > (A:B:C:D) is there an easy way of doing this? I then want to step down > the > model eliminating the non-significant terms I understand step() does > this > but how would I do it by hand? > -- > View this message in context: http://www.nabble.com/R-stepping-through- > multiplie-interactions-tp21629339p21629339.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. ______________________________________________ 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.
