[R] step method in glm()

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Jul 13 15:04:15 CEST 2006


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On Thu, 13 Jul 2006, Birycki Konrad DomBank Warszawa wrote:

> Hello,
>  
> I estimaded two logit models via glm(). A null model (called glm00) and
> "full" model with all accessible covariates and interactions between them
> (glm1).
>  
> Then I tried to get even better model by step procedure. I tried the
> following code:
>  
> > step(glm00, scope=formula(glm1), method="both")   
>  
> and another one:
>  
> > step(glm00, scope=formula(glm1), method="forward")
>  
> In both cases step procedure terminated after several steps with a warning:
>  
> > Error in factor.scope(ffac, list(add = fadd, drop = fdrop)) : 
>             > upper scope does not include model
>  
> What does the word "model" refer to? To glm00 (the null model)?  To my
> knowledge and understanding, the initial null model should have been
> included in every step of the search. 
>  
> Am I wrong? 
>  
> Thanks for all comments :-)
>  
> Konrad Birycki
>  
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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