[R] Odd behaviour of step (and stepAIC)?

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From: Anon. (bob.ohara@helsinki.fi)
Date: Sat 20 Mar 2004 - 02:25:31 EST


Message-id: <405B10EB.6000201@helsinki.fi>

I can only assume I'm betraying my ignorance here, but this is not what
I would expect.

I'm getting the following from a stepwise selection (with both step and
stepAIC):

> step(lm(sqrt(Grids)~ SE + Edge + NH), scope=~ (Edge + SE + NH)^2)
Start: AIC= 593.56
  sqrt(Grids) ~ SE + Edge + NH

           Df Sum of Sq RSS AIC
<none> 2147.0 593.6
+ Edge:NH 1 3.0 2143.9 595.1
+ SE:NH 4 23.2 2123.8 598.4
- NH 1 75.8 2222.8 601.6
- Edge 1 448.7 2595.7 646.4
- SE 4 1033.7 3180.6 699.1

My problem is that the SE:Edge term is not added. Now, I know that I've
specified the terms in a different order in the start model and the
scope, but this shouldn't matter, should it? Aren't these model
specifications commutative?

Am I missing something important, or is this just an obscure feature?

Bob

-- 
Bob O'Hara

Dept. of Mathematics and Statistics P.O. Box 4 (Yliopistonkatu 5) FIN-00014 University of Helsinki Finland Telephone: +358-9-191 23743 Mobile: +358 50 599 0540 Fax: +358-9-191 22 779 WWW: http://www.RNI.Helsinki.FI/~boh/ Journal of Negative Results - EEB: http://www.jnr-eeb.org

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