Message-ID: <BA83026B099AAF4D9A137418B316CAF221ED47@HCI-EX-MB1.hci.utah.edu>
Date: 2012-11-16T20:16:08Z
From: Mark Ebbert
Subject: Stepwise regression scope: all interacting terms (.^2)
In-Reply-To: <3EDF8A57-38A0-4268-BA50-6D6695F28D33@hci.utah.edu>
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
>