Hello,
I have a basic question on mle.stepwise, which seems to return
strange answers, even on a basic example. I posted this last May but
never got an answer. I resend it here hoping it will this time.
# BEGIN
require(wle)
x1 = runif(100)
x2 = runif(100)
y = 3 + 2*x1 + rnorm(100)
# so x1 is in the model, but not x2
mle.stepwise(y ~ x1 + x2, type = "Backward")
# Backward selection gets it right, the other two return non-sense
mle.stepwise(y ~ x1 + x2)
mle.stepwise(y ~ x1 + x2, type = "Stepwise")
# If the variables are entered in a different order, the result changes
mle.stepwise(y ~ x2 + x1)
mle.stepwise(y ~ x2 + x1, type = "Stepwise")
# END
I am running R version 2.10.1 on Mac OS X 10.4.11 and wle 0.9-3.
Any idea? Help much appreciated.
Thanks,
Ery
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