Hello,

I met this problem with the function step( ) when I was trying to do forward
variable selection. Below is the code I used and the error message. I don't
why I am getting this error message. Could someone help me out.  I noticed
that I got this error message whenever it chose a model with an interaction
term X_p :X_q and if I put X_q before X_p in the upper scope formula, like
X_q*X_p***.  Shouldn't X_p:X_q be the same as X_q:X_p?  So why am I getting
this error message? Any help is greatly appreciated.



> x1<-rnorm(100,0,1)
> x2<-rnorm(100,0,1)
> x3<-rnorm(100,0,1)
> y<-x1+x2+2*x3+2*x1*x3+rnorm(100,0,1)
> datasim<-data.frame(cbind(y,x1,x2,x3))
>
steplm<-step(lm(y~1,data=datasim),scope=list(upper=~x1*x2*x3,lower=~1),direction="forward",trace=1)
Start:  AIC= 274.81
 y ~ 1

       Df Sum of Sq     RSS     AIC
+ x3    1    615.97  914.34  225.30
+ x1    1    139.97 1390.34  267.21
+ x2    1     83.42 1446.90  271.20
<none>              1530.32  274.81

Step:  AIC= 225.3
 y ~ x3

       Df Sum of Sq    RSS    AIC
+ x1    1    184.94 729.40 204.71
+ x2    1     53.87 860.48 221.23
<none>              914.34 225.30

Step:  AIC= 204.71
 y ~ x3 + x1

        Df Sum of Sq    RSS    AIC
+ x1:x3  1    533.91 195.49  75.03
+ x2     1     47.44 681.96 199.98
<none>               729.40 204.71

Step:  AIC= 75.03
 y ~ x3 + x1 + x3:x1

Error in factor.scope(ffac, list(add = fadd, drop = fdrop)) :
        upper scope does not include model


Thanks,
Min

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