I have two logit regression models with different AIC. I'm using R. my first model has significant variables and AIC 192.7436. And my second model has 1 non-significant variables but with smaller AIC 192.4468. Which model is the best?
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kjetil b halvorsen
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Fatma Hanani
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1What are the differences between your models ? What is your objective ? – Alexandre C-L Jul 20 '19 at 10:11
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3It is not appropriate to do significance testing to select variables for a model. See this. Don't delete "insignificant" variables. Pre-specify the model. Much more detail in RMS. – Frank Harrell Jul 20 '19 at 10:55