[R] When models and anova(model) disagree...

[Ben Bolker]

Greg Snow <Greg.Snow <at> imail.org> writes:

> The individual tests on coefficients in logistic regression 
> are generally based on a Wald test statistic. 
> Unfortunately there is a bit of a paradox possible in this
>  case where the coefficient is highly
> significant, but due to a flattening of the likelihood the 
> standard error is overestimated and the
> p-value ends up non-significant.  
> The anova function uses the likelihood ratio test which is not affected
> by this and is the more trustworthy statistic to use.

> I assume that you are using the lrm function from 
> the rms package, the book that that package goes along with

  (Harrell, Regression Modeling Strategies)

> gives more detail (including the name of the paradox
>  which I don't remember at the moment (and my copy of the
> book is currently 40 miles away)).

  Hauck-Donner (also described in Venables & Ripley MASS)

  [Gmane
     does
       not like the fact that I have given
           a short answer.]