[R] step method in glm()

From: Birycki Konrad DomBank Warszawa <K.Birycki_at_DomBank.pl>
Date: Thu 13 Jul 2006 - 22:40:43 EST


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  

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