[R] model selection using step

[Jun Yan]

I am trying to do a model selection using function step. There are 21
independent variables. I first started from a model with all variables,
the step function does not go anywhere, returning the full model to me. 

Q1. Does this have to do with missing values?
Q2. I refit the model after removing all rows including missing values,
but the result still does not change. What am I missing here?

body.m <- lm(BI.PPrem ~ ., data=insure[,c(1, 19:39)])
na <- as.numeric(attr(attr(body.m$model, "na.action"), "names"))
body.m <- lm(BI.PPrem ~ ., data=insure[-na,c(1, 19:39)])
body.step <- step(body.m, scope=list(upper = ~., lower= ~1))


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