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.]
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