Stepwise regression scope: all interacting terms (.^2)
I haven't heard anything on this question. Is there something fundamentally wrong with my question? Any feedback is appreciated. Mark
On Nov 15, 2012, at 8:13 AM, Mark T. W. Ebbert wrote:
Dear Gurus, Thank you in advance for your assistance. I'm trying to understand scope better when performing stepwise regression using "step." I have a model with a binary response variable and 10 predictor variables. When I perform stepwise regression I define scope=.^2 to allow interactions between all terms. But I am missing something. When I perform stepwise regression (both directions) on the main model (y~x1+x2+?+x10) the method returns quickly with an answer; however, when I define all interactions in the main model (y~x1+x2+?+x10+x1:x2+x1:x3+?) and then perform stepwise regression (backward only) it runs so long I have to kill it. So here's my question: what is the difference between scope=.^2 on the additive (proper term?) model and defining all interactions and doing backward regression? My understanding is that .^2 is supposed to allow all interactions! Thank you for your help. Mark