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I'm running a multiple logistic regression in R. Im predicting whether or not a stimulus was seen from the number of dots in the stimulus (sample_numerosity; 4 levels), the length of time it was presented (sample_length; 5 levels), and the size of the dots in the stimulus (dot_sizes_mean_c).

This is my model:

logit = glm(formula = Response ~ sample_numerosity+ sample_length+sample_numerosity*sample_length*dot_sizes_mean_c,data = df_exp2)

I'm using a single linear polynomial contrast for both sample_numerosity:

1 -0.6708204
2 -0.2236068
3  0.2236068
4  0.6708204

and sample_length:

60  -0.6324555
70  -0.3162278
80   0.0000000
90   0.3162278
100  0.6324555

When I compare the output from summary(logit) with

car::Anova(logit,type=3,family = binomial(link="logit"),icontrasts = c("contr.sum","contr.poly"))

, they seem to match up:

                                                               Estimate Std. Error t value Pr(>|t|)    
(Intercept)                                                   0.7663676  0.0169710  45.158  < 2e-16 ***
sample_numerosity.L                                          -0.0731526  0.0408709  -1.790  0.07359 .  
sample_length.L                                               0.2752797  0.0372421   7.392 1.93e-13 ***
dot_sizes_rev_gen_mean_c                                      0.0002995  0.0001553   1.929  0.05385 .  
sample_numerosity.L:sample_length.L                           0.2157081  0.0940304   2.294  0.02187 *  
sample_numerosity.L:dot_sizes_rev_gen_mean_c                  0.0005342  0.0002043   2.614  0.00899 ** 
sample_length.L:dot_sizes_rev_gen_mean_c                      0.0005024  0.0003452   1.455  0.14569    
sample_numerosity.L:sample_length.L:dot_sizes_rev_gen_mean_c  0.0006414  0.0004473   1.434  0.15171   

---------------------

                                                         LR Chisq Df Pr(>Chisq)    
sample_numerosity                                           3.204  1    0.07348 .  
sample_length                                              54.636  1   1.45e-13 ***
dot_sizes_rev_gen_mean_c                                    3.720  1    0.05375 .  
sample_numerosity:sample_length                             5.263  1    0.02179 *  
sample_numerosity:dot_sizes_rev_gen_mean_c                  6.835  1    0.00894 ** 
sample_length:dot_sizes_rev_gen_mean_c                      2.118  1    0.14557    
sample_numerosity:sample_length:dot_sizes_rev_gen_mean_c    2.056  1    0.15160    
---

But when I add quadratic and cubic trend contrasts for both sample_numerosity and sample_length, the two functions' outputs no longer seem to match. Specifically, there are no significant effects of any of the linear, quadratic, or cubic trends for sample_numerosity, yet the omnibus test for sample_numerosity shown in the car package output is significant. How can this be?

                                                               Estimate Std. Error t value Pr(>|t|)    
(Intercept)                                                   8.442e-01  3.179e-02  26.557  < 2e-16 ***
sample_numerosity.L                                           2.505e-02  7.966e-02   0.315 0.753141    
sample_numerosity.Q                                           8.336e-02  6.358e-02   1.311 0.189934    
sample_numerosity.C                                          -7.741e-02  4.171e-02  -1.856 0.063581 .  
sample_length.L                                               2.655e-01  6.499e-02   4.085 4.54e-05 ***
sample_length.Q                                               7.396e-02  6.979e-02   1.060 0.289348    
sample_length.C                                               5.249e-02  6.829e-02   0.769 0.442200    
dot_sizes_rev_gen_mean_c                                      7.681e-04  2.264e-04   3.393 0.000702 ***
sample_numerosity.L:sample_length.L                           1.133e-01  1.592e-01   0.711 0.476843    
sample_numerosity.Q:sample_length.L                          -6.309e-02  1.300e-01  -0.485 0.627435    
sample_numerosity.C:sample_length.L                          -7.070e-02  9.189e-02  -0.769 0.441712    
sample_numerosity.L:sample_length.Q                           2.137e-01  1.749e-01   1.221 0.222082    
sample_numerosity.Q:sample_length.Q                           2.632e-01  1.396e-01   1.886 0.059443 .  
sample_numerosity.C:sample_length.Q                           1.365e-01  9.144e-02   1.493 0.135578    
sample_numerosity.L:sample_length.C                           1.342e-01  1.687e-01   0.795 0.426454    
sample_numerosity.Q:sample_length.C                           1.736e-01  1.366e-01   1.271 0.203864    
sample_numerosity.C:sample_length.C                           4.958e-03  9.413e-02   0.053 0.958001    
sample_numerosity.L:dot_sizes_rev_gen_mean_c                  1.576e-03  5.267e-04   2.993 0.002788 ** 
sample_numerosity.Q:dot_sizes_rev_gen_mean_c                  3.533e-05  4.528e-04   0.078 0.937807    
sample_numerosity.C:dot_sizes_rev_gen_mean_c                 -3.214e-04  3.641e-04  -0.883 0.377433    
sample_length.L:dot_sizes_rev_gen_mean_c                      4.431e-04  4.656e-04   0.952 0.341345    
sample_length.Q:dot_sizes_rev_gen_mean_c                      2.945e-04  5.023e-04   0.586 0.557773    
sample_length.C:dot_sizes_rev_gen_mean_c                      9.351e-04  4.816e-04   1.942 0.052302 .  
sample_numerosity.L:sample_length.L:dot_sizes_rev_gen_mean_c  2.198e-04  1.033e-03   0.213 0.831437    
sample_numerosity.Q:sample_length.L:dot_sizes_rev_gen_mean_c -8.966e-04  9.312e-04  -0.963 0.335703    
sample_numerosity.C:sample_length.L:dot_sizes_rev_gen_mean_c -6.488e-04  8.174e-04  -0.794 0.427371    
sample_numerosity.L:sample_length.Q:dot_sizes_rev_gen_mean_c  1.750e-03  1.159e-03   1.509 0.131328    
sample_numerosity.Q:sample_length.Q:dot_sizes_rev_gen_mean_c  1.879e-03  1.005e-03   1.871 0.061521 .  
sample_numerosity.C:sample_length.Q:dot_sizes_rev_gen_mean_c  1.008e-03  8.214e-04   1.227 0.219867    
sample_numerosity.L:sample_length.C:dot_sizes_rev_gen_mean_c  1.005e-03  1.105e-03   0.909 0.363245    
sample_numerosity.Q:sample_length.C:dot_sizes_rev_gen_mean_c -3.832e-04  9.633e-04  -0.398 0.690827    
sample_numerosity.C:sample_length.C:dot_sizes_rev_gen_mean_c  1.153e-03  7.964e-04   1.448 0.147635   

-----------------------------------

                                                         LR Chisq Df Pr(>Chisq)    
sample_numerosity                                         22.3714  3  5.459e-05 ***
sample_length                                             20.0617  3  0.0001648 ***
dot_sizes_rev_gen_mean_c                                  11.5118  1  0.0006916 ***
sample_numerosity:sample_length                           10.6467  9  0.3007020    
sample_numerosity:dot_sizes_rev_gen_mean_c                20.3277  3  0.0001452 ***
sample_length:dot_sizes_rev_gen_mean_c                     5.2417  3  0.1549332    
sample_numerosity:sample_length:dot_sizes_rev_gen_mean_c  17.3311  9  0.0437763 * 
```
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1 Answer 1

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Correlation of the variables can give this, and I would expect correlation when you start including lots of polynomial terms. Check out the simulation I give in the appendix here.

To give intuition, when variables are correlated, it is hard to say which variable is contributing to the model (testing individual factors). Is it $X_1?$ Is it $X_2$? Who knows!? However, when you include those variables, you definitely improve your ability to predict the outcome, so you must conclude that the combination is significant (omnibus test).

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