I haven't heard anything on this question. Is there something fundamentally wrong with my question? Any feedback is appreciated.
Mark On Nov 15, 2012, at 8:13 AM, Mark T. W. Ebbert wrote: > Dear Gurus, > > Thank you in advance for your assistance. I'm trying to understand scope > better when performing stepwise regression using "step." I have a model with > a binary response variable and 10 predictor variables. When I perform > stepwise regression I define scope=.^2 to allow interactions between all > terms. But I am missing something. When I perform stepwise regression (both > directions) on the main model (y~x1+x2+…+x10) the method returns quickly with > an answer; however, when I define all interactions in the main model > (y~x1+x2+…+x10+x1:x2+x1:x3+…) and then perform stepwise regression (backward > only) it runs so long I have to kill it. > > So here's my question: what is the difference between scope=.^2 on the > additive (proper term?) model and defining all interactions and doing > backward regression? My understanding is that .^2 is supposed to allow all > interactions! > > Thank you for your help. > > Mark > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
