Dear all,
I have checked all the day on the internet without having found anything... that's why I would need your input!
I perform logistic regression. Due to a confounding effect, a non-significant covariate was kept in the model. Following the test of all possible 2*2 interactions between covariates: this variable (initially non-significant) is included in a significant interaction!! And, this variable is now significant.
For example:
- Step 1: selection on covariates
P
Covariate A >0.05
Covariate B >0.05
--> these variables were kept in the model due to their confounding effect
- Step 2:
P
Covariate A <0.001
Covariate B >0.05
Inter A*B <0.001
According to you: what does it mean?
I know that when there is a significant interaction, we cannot interpret the corresponding coefficients independently. But, is it the same for the p-values?
In particular, could I conclude: "covariate A is significantly associated with Y"???
Or do you think that I can only say that there is a significant interaction between covariates A and B?
Thanks so much in advance for your answer. I will be a great help!
Best regards,
Violaine