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Is it correct to find that an explanatory variable was found to be statistically significant with the chi-square test but insignificant with the logistic regression analysis model?

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    $\begingroup$ Does your logistic regression model only have one explanatory variable in it? $\endgroup$ – user95564 Nov 19 '15 at 19:04
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    $\begingroup$ No it has several explanatory variables,about 10 of them. $\endgroup$ – Etta Nov 19 '15 at 19:19
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    $\begingroup$ It sounds as if you are running the risk of double dipping. You can't use associations with $Y$ to decide which variables to test for associations with $Y$. Besides that, adjusted and unadjusted (for covariates) analyses naturally differ. $\endgroup$ – Frank Harrell Nov 19 '15 at 19:27
  • $\begingroup$ Does this mean that the results might be faulty or the approach wrong? $\endgroup$ – Etta Nov 19 '15 at 19:45
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    $\begingroup$ Correct. Look at some of the rules of thumb for the required sample size as a function of the number of candidate predictors, and pre-specify a full model and use it as the basis for your conclusions. $\endgroup$ – Frank Harrell Nov 19 '15 at 21:23
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Cleared up and partially answered in comments:

This logistic regression model has several explanatory variables, about 10 of them. – Etta

It sounds as if you are running the risk of double dipping. You can't use associations with Y to decide which variables to test for associations with Y. Besides that, adjusted and unadjusted (for covariates) analyses naturally differ. – Frank Harrell

Does this mean that the results might be faulty or the approach wrong? – Etta

Correct. Look at some of the rules of thumb for the required sample size as a function of the number of candidate predictors, and pre-specify a full model and use it as the basis for your conclusions. – Frank Harrell

See also Variable selection for predictive modeling really needed in 2016?

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