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3-way Interactions w/ stepAIC
2 messages · MZodet@ahrq.gov, 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