[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)
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