[R] Odd behaviour of step (and stepAIC)?

[Jari Oksanen]

There seems to be some obscure features in step() when you have 
interaction terms: their interpretation is order sensitive. Term A:B is 
regarded to be something else than B:A. Sometimes this results in error

Error in factor.scope(ffac, list(add = fadd, drop = fdrop)) :
	upper scope does not include model

Just because R internally decides to order terms differently than in 
the scope (this may happen even when you have produced the scope by 
first fitting the maximal model, and then extracting that using 
scope=formula()). I once was diligent enough to trace this to a certain 
C function where this ordering was done, but I was not clever enough to 
instantly know how to change the behaviour.

cheers, jari oksanen

On 19 Mar 2004, at 17:25, Anon. wrote:

> I can only assume I'm betraying my ignorance here, but this is not 
> what I would expect.
>
> I'm getting the following from a stepwise selection (with both step 
> and stepAIC):
>
> > step(lm(sqrt(Grids)~ SE + Edge + NH), scope=~ (Edge + SE + NH)^2)
> Start:  AIC= 593.56
>  sqrt(Grids) ~ SE + Edge + NH
>
>           Df Sum of Sq    RSS    AIC
> <none>                 2147.0  593.6
> + Edge:NH  1       3.0 2143.9  595.1
> + SE:NH    4      23.2 2123.8  598.4
> - NH       1      75.8 2222.8  601.6
> - Edge     1     448.7 2595.7  646.4
> - SE       4    1033.7 3180.6  699.1
>
>
> My problem is that the SE:Edge term is not added.  Now, I know that 
> I've specified the terms in a different order in the start model and 
> the scope, but this shouldn't matter, should it?  Aren't these model 
> specifications commutative?
>
> Am I missing something important, or is this just an obscure feature?
>
> Bob
>
> -- 
> Bob O'Hara
>
> Dept. of Mathematics and Statistics
> P.O. Box 4 (Yliopistonkatu 5)
> FIN-00014 University of Helsinki
> Finland
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