Hi R,
This is a problem, which I have tried to present in a simple way:
Let,
x1=1:10
x2=2:11
y=2+3*x1
lm_obj=lm(y~x1+x2)
lm_obj
step(lm_obj) # Step function for the first time
y=y^0.1
lm_obj
step(lm_obj) #Step function after a transformation on Y, but 'lm_obj' is not
modified.
The two step function behave differently. The first one is before the
transformation on 'Y', the dependent variable and the second step function is
after the transformation. But, please note that I have NOT changed the 'lm_obj'
at all after the transformation at all. So, I was wondering, since I have not
changed the 'lm_obj', I should get both stepwise results as the same. Or does
the transformation of Y, changes the 'lm_obj' without actually specifying?
Thanks for the clarifications.
Thanks and Regards,
Shubha Karanth | Amba Research
Ph +91 80 3980 8435 | Mob +91 94 4886 4510
Bangalore * Colombo * London * New York * San José * Singapore *
www.ambaresearch.com
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