INtervals & Tests - Error in p values
Posted: Fri May 23, 2014 10:21 am
Hi,
I'm running a 3-level cross-classified binary logistic regression model in MLwiN 2.30 following the Leckie & Bell (2013) Module 12 practical using IGLS for starting values then MCMC (cross-classified). I have only kept variables in the model that have made a significant difference to the DIC of 5 or more(overall model fit).
The coefficients and their standard errors make sense. HOWEVER, when I run the "intervals and tests" as per p.48-49 of the Leckie and Bell practical, the "p values" for 1 d.f. that go with the chi-squared statistics don't make sense. For example: Gender (male) results: coeff. 0.168 (S.E. 0.035) chi-squared 23.6 but +/- 95% sep. p= 0.068; +/- 95% jt. 0.148. Also: Ethnicity - Non-white results: coeff. -0.713 (S.E. 0.058) chi-sq 151.6 but +/- 95% sep. p = 0.113; +/- 95% jt. 0.248.
Also the variable distance from home to school reduces the DIC by over 4000, has a chi-squared value of 2454, but the p value is shown as 0.05!!! Something's not right.
This is the third time I've tried re-sorting and re-running the model and same problem occurs each time.
The data looks fine to me. Anyone got any ideas?
I'm running a 3-level cross-classified binary logistic regression model in MLwiN 2.30 following the Leckie & Bell (2013) Module 12 practical using IGLS for starting values then MCMC (cross-classified). I have only kept variables in the model that have made a significant difference to the DIC of 5 or more(overall model fit).
The coefficients and their standard errors make sense. HOWEVER, when I run the "intervals and tests" as per p.48-49 of the Leckie and Bell practical, the "p values" for 1 d.f. that go with the chi-squared statistics don't make sense. For example: Gender (male) results: coeff. 0.168 (S.E. 0.035) chi-squared 23.6 but +/- 95% sep. p= 0.068; +/- 95% jt. 0.148. Also: Ethnicity - Non-white results: coeff. -0.713 (S.E. 0.058) chi-sq 151.6 but +/- 95% sep. p = 0.113; +/- 95% jt. 0.248.
Also the variable distance from home to school reduces the DIC by over 4000, has a chi-squared value of 2454, but the p value is shown as 0.05!!! Something's not right.
This is the third time I've tried re-sorting and re-running the model and same problem occurs each time.
The data looks fine to me. Anyone got any ideas?