Solved – Different p-values for fixed effects in summary() of glmer() and likelihood ratio test comparison in R

hypothesis testinglme4-nlmemixed modelp-valuer

I'm using glmer() with a binomial response variable. My optimal model has two fixed effects (flow and DNA) which in summary() show a non-significant p value but when I remove each fixed effect in turn from the model the likelihood ratio test comparing the two models shows a significant p value. I'm struggling to understand (1) if this is normal, and (2) how to report the results if the explanatory variables "flow" and "DNA" are important but their p values in the model are well above 0.05?

Optimal model:

a25 <- glmer(Status_qpcr~(1|Root)+Flow+DNA,
             family=binomial, data=spore)
summary(a25)

Generalized linear mixed model fit by maximum likelihood (Laplace
Approximation) ['glmerMod']  
Family: binomial  ( logit ) 
Formula: Status_qpcr ~ (1 | Root) + Flow + DNA   
Data: spore
      AIC      BIC   logLik deviance df.resid 
     72.9     81.0    -32.4     64.9       52 

Scaled residuals: 
    Min      1Q  Median      3Q     Max 
-2.9318 -0.8163  0.4435  0.6848  1.6133 

Random effects:  
  Groups Name        Variance Std.Dev.  
  Root   (Intercept) 0.3842   0.6199   
  Number of obs: 56, groups:  Root, 9

Fixed effects:
Estimate Std. Error z value Pr(>|z|)   
(Intercept) -0.97752    0.79252  -1.233    0.217   
Flow         3.82779    2.27165   1.685    0.092 . 
DNA          0.01616    0.01039   1.556    0.120  
--- 
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Correlation of Fixed Effects:
     (Intr) Flow   Flow -0.775        
     DNA    -0.576  0.227

Likelihood ratio test:

a26 <- update(a25,~.-DNA)
anova(a25,a26)

Data: spore 
Models: 
    a26: Status_qpcr ~ (1 | Root) + Flow 
    a25: Status_qpcr ~ (1 | Root) + Flow + DNA
    Df    AIC    BIC  logLik deviance  Chisq Chi Df Pr(>Chisq)   
a26  3 74.802 80.878 -34.401   68.802                            
a25  4 72.897 80.998 -32.448   64.897 3.9049      1    0.04815 *

a27 <- update(a25,~.-Flow)
anova(a25,a27)

Data: spore 
Models: 
    a27: Status_qpcr ~ (1 | Root) + DNA 
    a25: Status_qpcr ~ (1 | Root) + Flow + DNA
    Df    AIC    BIC  logLik deviance  Chisq Chi Df Pr(>Chisq)
a27  3 78.440 84.723 -36.220   72.440                             
a25  4 72.897 80.998 -32.448   64.897 7.5427      1   0.006025 **

Best Answer

It looks like you are seeing the difference between Wald p-values (based on the curvature of the log-likelihood surface at the maximum likelihood estimate) and likelihood ratio test p-values (based on comparisons between the full and reduced models).

  • take a look at tpr <- profile(a25,which="beta_"); lattice::xyplot(tpr). You should see that the lines are far from straight (straight lines would indicate a log-quadratic likelihood surface, which is what's assumed by Wald p-values)
  • compare the results of confint(a25,which="beta_") (likelihood ratio intervals) and confint(a25,which="beta_",method="Wald"); they should be quite different.

LRT CI/p-values are essentially always better than the Wald equivalents (but much slower to compute, which is why Wald p-values are the default in summary()).