Talk to your pedatrician, they may want you to see a pediatric urologist. My daughter was trained at 18 mos. When she was 3 she started having similar problems. The urologist did some testing and we found that she has a spinning top urethra. This spinning top urethra would actually hold some urine in there when she was holding her urine, then when she didn't feel like she had to go anymore and stopped olding it this urine would either leak out and cause her to be wet or reflux and cause UTI's. Get it checked out because frequent UTI's can actually cause bladder and/or kidney damage. My daughter's one kidney is actually half the size of the other because of all the damage from the multiple UTI's. She wasn't the most cooperative with meds, she is now 15 and still gives me trouble taking meds.
Best of luck!!