fit nominal logistic regression has a R square of 60.73, in the Effect likelihood ratio tests, certain variables have ProbChisquare value of greater than 0.05, although the overall model is shown as significant. Can I take all the variables for modelling or limit it only variables with Chisquare probability of <0.05 and what are the other data points that i can use to make the decision on the variable selection Few of the variables change significance level every time I add a new variable, what was significant earlier end up being as non significant. I am not able to decide which variables to take for model building. Any help in this regard will be appreciated. Following are the results of the test Whole Model Test ProbChiSq <0.0001* R Square 0.6073 Variable Chisquare ProbChiSq 1 159 <0.0001* 2 18.75 0.0021* 3 8.53 0.3830 4 7.67 0.0215* 5 55.10 0.3203
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