[R] missing values in step procedure

[Andreas Cordes]

Hi,
I have the problem that for the step procedure stops due to missing 
values. There are no options in Step or stepAIC to handle missing 
values. Is there any way to run stepwise modelselection in R in an 
automated way in this case?

Here is the last step before it stops. Hope someone knows. Best regards, 
Andreas

Step:  AIC= 1999.16
 EF ~ SF120_KS + SF120_PS + HADA0 + SOZU0 + LVEDD + logPROBNP + 
    ALTER + SD0_01 + ASE_UK + DS140POS + RSQSICH0 + SD0_01:ASE_UK + 
    SD0_01:DS140POS + SD0_01:RSQSICH0 + ASE_UK:DS140POS + 
ASE_UK:RSQSICH0 + 
    DS140POS:RSQSICH0 + SD0_01:ASE_UK:RSQSICH0 + 
SD0_01:DS140POS:RSQSICH0 + 
    ASE_UK:DS140POS:RSQSICH0

                           Df Sum of Sq     RSS     AIC
- SOZU0                     1       3.0 25356.0  1997.2
- HADA0                     1       7.6 25360.6  1997.3
- ALTER                     1      13.0 25365.9  1997.4
- SF120_PS                  1      14.7 25367.6  1997.5
- ASE_UK:DS140POS:RSQSICH0  1      20.1 25373.1  1997.6
- SD0_01:DS140POS:RSQSICH0  1      44.8 25397.7  1998.0
- SD0_01:ASE_UK:RSQSICH0    1      54.4 25407.4  1998.2
<none>                                  25352.9  1999.2
- LVEDD                     1     382.2 25735.1  2004.6
- SF120_KS                  1     476.4 25829.3  2006.4
- logPROBNP                 1     891.9 26244.9  2014.4
Error in step(mod2, direction = "back") :
        number of rows in use has changed: remove missing values?