[R] Insignificant variable improves AIC (multinom)?
Werner Wernersen
pensterfuzzer at yahoo.de
Sat Jun 13 04:55:34 CEST 2009
Hi,
I am trying to specify a multinomial logit model using the multinom function from the nnet package. Now I add another independent variable and it halves the AIC as given by summary(multinom()). But when I call Anova(multinom()) from the car package, it tells me that this added variable is insignificant (Pr(>Chisq)=0.39). Thus, the improved AIC suggests to keep the variable but the Anova suggests to drop it.
I am sure this is due to my lack of understanding of these models but could someone help me out with a pointer what my mistake is?
Thanks so much,
Werner
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