Re: [R] boot.stepAIC fails with computed formula

[Steve O'Hagan]

The error is "the model fit failed in 50 bootstrap samples
Error: non-character argument"

Cheers,
SOH.

On 22/08/2017 17:52, Bert Gunter wrote:

Failed?  What was the error message?

Cheers,

Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Tue, Aug 22, 2017 at 8:17 AM, Stephen O'hagan
<soha...@manchester.ac.uk> wrote:

I'm trying to use boot.stepAIC for feature selection; I need to be able to 
specify the name of the dependent variable programmatically, but this appear to 
fail:

In R-Studio with MS R Open 3.4:

library(bootStepAIC)

#Fake data
n<-200

x1 <- runif(n, -3, 3)
x2 <- runif(n, -3, 3)
x3 <- runif(n, -3, 3)
x4 <- runif(n, -3, 3)
x5 <- runif(n, -3, 3)
x6 <- runif(n, -3, 3)
x7 <- runif(n, -3, 3)
x8 <- runif(n, -3, 3)
y1 <- 42+x3 + 2*x6 + 3*x8 + runif(n, -0.5, 0.5)

dat <- data.frame(x1,x2,x3,x4,x5,x6,x7,x8,y1)
#the real data won't have these names...

cn <- names(dat)
trg <- "y1"
xvars <- cn[cn!=trg]

frm1<-as.formula(paste(trg,"~1"))
frm2<-as.formula(paste(trg,"~ 1 + ",paste(xvars,collapse = "+")))

strt=lm(y1~1,dat) # boot.stepAIC Works fine

#strt=do.call("lm",list(frm1,data=dat)) ## boot.stepAIC FAILS ##

#strt=lm(frm1,dat) ## boot.stepAIC FAILS ##

limit<-5


stp=stepAIC(strt,direction='forward',steps=limit,
             scope=list(lower=frm1,upper=frm2))

bst <- boot.stepAIC(strt,dat,B=50,alpha=0.05,direction='forward',steps=limit,
                     scope=list(lower=frm1,upper=frm2))

b1 <- bst$Covariates
ball <- data.frame(b1)
names(ball)=unlist(trg)

Any ideas?

Cheers,
SOH


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