I imagine it might have to do with verifying that the proteins that we want to have in the clonal plasmid are actually there, and that our other procedures would work afterwards, like immunoprecipitation. Why else would we want to transform a clone into bacteria before transfection? Do the bacteria amplify the DNA, and perhaps that's cheaper than PCR?
You can't easily get a mammalian cell to make more of your plasmid, and once it's inside, you can't easily get it back out. For many applications you want to integrate the plasmid into the genome, leaving it unrecoverable. So how are you going to ever make more of it? Bacteria provide the best method to do that.
You are right -- in principle you could use PCR to propagate a linear fragment for some time. But few PCR enzymes can amplify something as long and complex as a plasmid designed for mammalian cells. Even the best PCR enzymes introduce errors, so it would deteriorate over time.
By comparison, E. coli is practically not limited by length and can handle far greater complexity than PCR. It can repair some amount of physical damage to your plasmids, like nicks, break, oxidation, and even UV damage, using other plasmid molecules as the repair template. Any such errors would certainly derail PCR and/or cause mutations.
The bacterial system gives you a way to study the functionality of the expressed protein coded by the gene insert. Once it's confirmed, the same vector, the shuttle or binary vector is transfected in target mammalian cells.
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