[R] 3-way Interactions w/ stepAIC

[Prof Brian Ripley]

On Wed, 18 Jun 2003 MZodet at ahrq.gov wrote:

> I'm attempting to use stepAIC to select a model through a forward procedure.
> I want to consider up to all 3-way interactions.
> 
>  
> 
> I've attempted to use the following code:
> 
>  
> 
> m2.Fwd3way <- stepAIC(m1.Ionly, direction="forward",
> 
>                       scope=list(upper=~(var1 + var2 + var3 + var4)^3,
> lower=~1))
> 
>  
> 
> When I submit this the trace indicates that only 2-way interactions were
> considered.  Is this due to improper syntax or am I not able to consider
> higher order interactions with stepAIC.

Only if all the two-way ones have already been selected.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595