My question is, in logistic regression ,why a variable is significant with a p-value less than 0.05 but no level is significant.
In R
glm(response~var1+var2+var3, family=binomial(link='logit'),data=data)
drop1(model, test = 'Chisq')
all variable with less than ***, except var2 with * but in
summary(model)
the coefficients associated with var2 are not significant.
Thanks for any help!!!
drop1
is doing likelihood ratio tests whilesummary
is doing Wald tests. These are known to give different results for logistic regression when the fitted probabilities are close to 0 or 1, see for example stats.stackexchange.com/questions/312137 The likelihood ratio tests are more reliable. $\endgroup$drop1
is testing for differences between all the var2 levels at once, whereassummary
is testing all the levels individually. The fact that the overall test is significant does not guarantee that any individual level will be significant. That's partly we do the overall test. $\endgroup$