[R] Insignificant variable improves AIC (multinom)?

Werner Wernersen pensterfuzzer at yahoo.de
Sat Jun 13 04:55:34 CEST 2009


Hi,

I am trying to specify a multinomial logit model using the multinom function from the nnet package. Now I add another independent variable and it halves the AIC as given by summary(multinom()). But when I call Anova(multinom()) from the car package, it tells me that this added variable is insignificant (Pr(>Chisq)=0.39). Thus, the improved AIC suggests to keep the variable but the Anova suggests to drop it.

I am sure this is due to my lack of understanding of these models but could someone help me out with a pointer what my mistake is?

Thanks so much,
  Werner








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