LRT significant but new variable's beta not
The LRT is robust to multicollinearity but the coefficient-based test is not, so that could be it (collinearity involving the new predictor could be inflating the standard error on the coefficient). On Tue, Apr 19, 2016 at 4:20 AM, Clara Neudecker <
clara.hildegard.ruecker at uni-jena.de> wrote:
Dear all, I'm looking for some hints on how to interprete my results. I have a logistic mixed effects model in which I include a single new variable. Comparing the old and new model with a likelihood ratio test yields a significant difference (p < .001), but when I look at the new variable's beta it's not significant at all. How do I interprete this? After thinking and googling I have only one suspicion left: Is it possible that including the new variable makes the other variables more informative because there is some kind of supressor effect in the data? Or is there another explanation? (The phenomenon cannot be a coincidence; the same happens with other variables as well.) I attach some output in case it helps. Best regards and thanks in advance, Clara Neudecker My model without the new variable:
summary(fm501)
Generalized linear mixed model fit by maximum likelihood (Laplace
Approximation) ['glmerMod']
Family: binomial ( logit )
Formula: umzug50000 ~ 1 + gebjahr_c + sex + (1 | zp12401) + (1 | ror96)
Data: master_5
AIC BIC logLik deviance df.resid
1077.9 1110.7 -534.0 1067.9 5167
Scaled residuals:
Min 1Q Median 3Q Max
-0.547 -0.169 -0.102 -0.065 35.188
Random effects:
Groups Name Variance Std.Dev.
ror96 (Intercept) 0.23757 0.4874
zp12401 (Intercept) 0.01509 0.1229
Number of obs: 5172, groups: ror96, 96; zp12401, 7
Fixed effects:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -4.433991 0.001499 -2957.3 <2e-16 ***
gebjahr_c 0.075061 0.001449 51.8 <2e-16 ***
sex.L 0.113758 0.001498 75.9 <2e-16 ***
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Correlation of Fixed Effects:
(Intr) gbjhr_
gebjahr_c -0.001
sex.L 0.000 0.000
With the new variable pol_fit_ror:
summary(fm510)
Generalized linear mixed model fit by maximum likelihood (Laplace
Approximation) ['glmerMod']
Family: binomial ( logit )
Formula: umzug50000 ~ 1 + gebjahr_c + sex + pol_fit_ror + (1 | zp12401)
+ (1 | ror96)
Data: master_5
AIC BIC logLik deviance df.resid
1027.6 1066.5 -507.8 1015.6 4857
Scaled residuals:
Min 1Q Median 3Q Max
-0.564 -0.171 -0.104 -0.066 33.626
Random effects:
Groups Name Variance Std.Dev.
ror96 (Intercept) 0.2125987 0.46108
zp12401 (Intercept) 0.0008857 0.02976
Number of obs: 4863, groups: ror96, 88; zp12401, 7
Fixed effects:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -4.086460 0.351692 -11.619 <2e-16 ***
gebjahr_c 0.074675 0.006972 10.711 <2e-16 ***
sex.L 0.158924 0.132901 1.196 0.232
pol_fit_ror -0.256504 0.288639 -0.889 0.374
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Correlation of Fixed Effects:
(Intr) gbjhr_ sex.L
gebjahr_c -0.293
sex.L 0.084 -0.152
pol_fit_ror -0.872 -0.030 -0.010
LRT of the two models:
anova(fm501, fm510)
Data: master_5
Models:
fm501: umzug50000 ~ 1 + gebjahr_c + sex + (1 | zp12401) + (1 | ror96)
fm510: umzug50000 ~ 1 + gebjahr_c + sex + pol_fit_ror + (1 | zp12401) +
fm510: (1 | ror96)
Df AIC BIC logLik deviance Chisq Chi Df Pr(>Chisq)
fm501 5 1077.9 1110.7 -533.96 1067.9
fm510 6 1027.5 1066.5 -507.78 1015.5 52.362 1 4.615e-13 ***
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
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