Hello, I have a theoretical question...
I was analyzing a data set using logistic regression. I had over 12 independent variables, so I used a method for variable selection ( Collett's algorithm ), which resulted in 1 categorial variable and 1 continous. since I had over 12 variables, I ignored interactions ( since it's not practical to look at them all ). My question is, now that I got a final model with 2 significant IV, should I include their interaction, or ignore it like I did from the start ?
when I include it, the categorial variable stops being sifnificant, only the continous one and the interaction are sifnificant.
what sould I do in this case ?