[R] logistic regression

[Prof Brian Ripley]

On Thu, 16 Feb 2006, Chris Lawrence wrote:

> On 2/15/06, Taka Matzmoto <sell_mirage_ne at hotmail.com> wrote:
>> I have two bianry variables (X and Y) and one continuous variable (Z).
>>
>> I like to know, after controlling for the continuous variable, where one of
>> the binary is significantly related to the other binary variable using
>> logistic regression
>>
>> model <- glm(Y ~ X + Z, family=binomial)
>>
>> Is checking the significance of the coefficient of X  a proper way for doing
>> that ?
>
> Yes, that will do it.

Sorry, not so.  That is a Wald test, and its power goes to zero as the 
true effect increases.  You need to do a likelihood ratio test via 
anova() to get a reasonable test.

Details in MASS (see the FAQ).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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