Since stepwise methods do not work as advertised in the univariate case I'm wondering why they should work in the multivariate case. Frank
Jonathan Jansson wrote > Hi! I am trying to make a stepwise regression in the multivariate case, > using Wilks' Lambda test. > I've tried this: >> greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data ) > But it only returns: > Error in model.frame.default(formula = X[, j] ~ grouping, > drop.unused.levels = TRUE) : > variable lengths differ (found for 'grouping') > What can be wrong here? I have checked and all variables in my.data is of > the same length. > //Jonathan > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@ > 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. ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-regression-for-multivariate-case-in-R-tp4665505p4665526.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.