08-26-2015 11:40 PM
My logistic regression model has a binomial response and 3 categorical predictors, A, B and C.
The observations are clustered under a factor R. There are 50 clusters based on R. Because of this clustering structure, I am using PROC GENMOD in SAS with the REPEATED statement. Thus, I am using generalized estimating equations to estimate the regression coefficients.
When I ask for the Type-3 analysis in the MODEL statement, I can use the default score test or the Wald test. Unfortunately, they give very different P-values.
Here are the P-values from the score test.
Here are the P-values from the Wald test.
I want to determine if B and C are significant predictors of the response, but these contrasting Type-3 results confuse me.
1) Which test should I use to evaluate the significance of the predictors?
2) Could these contrasting results be a sign that the model is invalid for my data set? If so, are there other ways to check the validity of my model?
08-27-2015 07:34 AM
According to documentation. Wald test is based on Normal distribution approximation ( which usually unbias), while Score test is based on Likelihood (bias).
When you have a big data, both of them are going to have the same value .but if your data is small , they are going to be different .