Yes-- there's no paradox; the adjusted R^2 and deviance are looking at/testing different things.

Also you don't say *what* deviance you are looking at, but
your interpretation of the deviance is probably wrong.
A significant test for
anova(model2, model1)
says that x3 & x4 add significantly to prediction, over and above x1, x2

On 10/5/2018 4:45 AM, CHATTON Anne via R-help wrote:
Hello,

I am currently analysed two nested models using the same sample. Both the 
simpler model (Model 1 ~ x1 + x2) and the more complex model (Model 2 ~ x1 + x2 
+ x3 + x4) yield the same adjusted R-square. Yet the p-value associated with 
the deviance statistic is highly significant (p=0.0047), suggesting that the 
confounders (x3 and x4) account for the prediction of the dependent variable.

Does anyone have an explanation of this strange paradox?

Thank you for any suggestion.

Anne



--
Michael Friendly     Email: friendly AT yorku DOT ca
Professor, Psychology Dept. & Chair, ASA Statistical Graphics Section
York University      Voice: 416 736-2100 x66249 Fax: 416 736-5814
4700 Keele Street    Web:   http://www.datavis.ca
Toronto, ONT  M3J 1P3 CANADA

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