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-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Adam D. I. Kramer
Sent: Sunday, 15 February 2009 12:44 PM
To: r-help@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
______________________________________________
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.
