Hi. During Logistic regression, I have a question about interaction term.
I want to identify the relationship between blood pressure component (systolic blood pressure;SBP , diastolic blood pressure;DBP) and outcome.
So I set the dependent, independent variables, and models as below.

<Dependent variable>
outcome (0: negative, 1: positive)

<Independent variable>
(main predictor)
gr_sbp5 (5 level categorical variable, ref=1)
gr_dbp5 (5 level categorical variable, ref=1)
Because SBP showed non-linear relationship with outcome (U-shape). so made categorical variable with SBP & DBP.

(covariate)
gr_bmi (5 level categorical variable, ref=1)
uob, dz_cvd, dz_dm (binary categorical variable, ref=0)
wbc, hb, glu10, chol10, gfr10, u_ph (continuous variable)

<Multivariate model>
model1 : base model + SBP
model2 : base model + DBP
model3 : base model + SBP + DBP
model4 : base model + SBP + DBP + Interaction term(SBP*DBP)



Code:
. logistic outcome i.gr_bmi uob dz_cvd dz_dm wbc hb glu10 chol10 gfr10 u_ph i.gr_sbp5

Logistic regression                             Number of obs     =    307,996
                                                LR chi2(17)       =    2818.92
                                                Prob > chi2       =     0.0000
Log likelihood =  -19670.63                     Pseudo R2         =     0.0669

--------------------------------------------------------------------------------
       outcome | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------+----------------------------------------------------------------
        gr_bmi |
    18.5-22.9  |   .2274956   .0089222   -37.75   0.000     .2106636    .2456724
      23-24.9  |   .1281581   .0080337   -32.77   0.000     .1133413     .144912
      25-29.9  |   .1386081   .0080557   -34.00   0.000     .1236853    .1553315
          >30  |   .2342154   .0169318   -20.08   0.000     .2032735    .2698672
               |
           uob |   4.106947   .2508892    23.12   0.000     3.643511     4.62933
        dz_cvd |   1.542221    .310151     2.15   0.031     1.039835    2.287331
         dz_dm |   11.24978   1.953465    13.94   0.000     8.004562    15.81069
           wbc |   1.038053   .0095519     4.06   0.000     1.019499    1.056944
            hb |   1.063652   .0198393     3.31   0.001     1.025469    1.103255
         glu10 |   .9808376   .0096815    -1.96   0.050     .9620446    .9999978
        chol10 |    1.02705   .0061042     4.49   0.000     1.015155    1.039084
         gfr10 |   .8396113   .0108823   -13.49   0.000      .818551    .8612135
          u_ph |   .8203162   .0242938    -6.69   0.000     .7740568    .8693401
               |
       gr_sbp5 |
 2nd(115-123)  |    .920193   .0441731    -1.73   0.083     .8375634    1.010974
3rd (123-130)  |   .9555914   .0479349    -0.91   0.365     .8661115    1.054316
4th (130-136)  |   .8897213   .0479283    -2.17   0.030     .8005726    .9887973
   5th (>136)  |   .9576887   .0531013    -0.78   0.436     .8590679    1.067631
               |
         _cons |   .2932171   .1202545    -2.99   0.003     .1312483    .6550658
--------------------------------------------------------------------------------

. testparm i.gr_sbp5
-(omitted)-
           chi2(  4) =    5.84
         Prob > chi2 =    0.2117

.
. logistic outcome i.gr_bmi uob dz_cvd dz_dm wbc hb glu10 chol10 gfr10 u_ph i.gr_dbp5

Logistic regression                             Number of obs     =    307,996
                                                LR chi2(17)       =    2875.08
                                                Prob > chi2       =     0.0000
Log likelihood = -19642.551                     Pseudo R2         =     0.0682

------------------------------------------------------------------------------
     outcome | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      gr_bmi |
  18.5-22.9  |   .2246587   .0087555   -38.31   0.000     .2081373    .2424915
    23-24.9  |   .1232036   .0076423   -33.76   0.000     .1090997    .1391308
    25-29.9  |   .1283074   .0072706   -36.24   0.000     .1148201    .1433791
        >30  |   .2004536   .0140431   -22.94   0.000     .1747357    .2299567
             |
         uob |   4.106937   .2509981    23.11   0.000     3.643311     4.62956
      dz_cvd |   1.543388   .3104973     2.16   0.031     1.040474    2.289386
       dz_dm |   11.95432   2.058213    14.41   0.000     8.530423    16.75247
         wbc |    1.03261   .0095297     3.48   0.001     1.014101    1.051458
          hb |   1.042993   .0194805     2.25   0.024     1.005503    1.081882
       glu10 |    .973856   .0098721    -2.61   0.009      .954698    .9933984
      chol10 |   1.023836   .0060904     3.96   0.000     1.011968    1.035843
       gfr10 |     .83826   .0108643   -13.61   0.000     .8172345    .8598264
        u_ph |   .8177969   .0242136    -6.79   0.000     .7716899    .8666587
             |
     gr_dbp5 |
2nd (67-72)  |    1.08831   .0574541     1.60   0.109     .9813323     1.20695
3rd (72-77)  |   1.191713   .0636803     3.28   0.001     1.073216    1.323295
4th (77-82)  |   1.122692   .0625467     2.08   0.038     1.006559    1.252225
  5th (>82)  |   1.493472   .0821815     7.29   0.000     1.340781    1.663552
             |
       _cons |   .4072293   .1672724    -2.19   0.029     .1820547    .9109117
------------------------------------------------------------------------------

. testparm i.gr_dbp5
-(omitted)-
           chi2(  4) =   63.82
         Prob > chi2 =    0.0000

.
. logistic outcome i.gr_bmi uob dz_cvd dz_dm wbc hb glu10 chol10 gfr10 u_ph i.gr_sbp5 i.gr_dbp5

Logistic regression                             Number of obs     =    307,996
                                                LR chi2(21)       =    2926.78
                                                Prob > chi2       =     0.0000
Log likelihood = -19616.696                     Pseudo R2         =     0.0694

--------------------------------------------------------------------------------
       outcome | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------+----------------------------------------------------------------
        gr_bmi |
    18.5-22.9  |   .2326459   .0091386   -37.12   0.000     .2154066    .2512648
      23-24.9  |   .1316977   .0082627   -32.31   0.000     .1164593    .1489302
      25-29.9  |    .140246   .0081583   -33.77   0.000     .1251339    .1571832
          >30  |   .2230054   .0162042   -20.65   0.000     .1934037    .2571378
               |
           uob |   4.109485   .2512613    23.12   0.000     3.645385     4.63267
        dz_cvd |     1.5523   .3124149     2.18   0.029     1.046317    2.302968
         dz_dm |   11.64676   2.016673    14.18   0.000     8.295009    16.35284
           wbc |   1.033418   .0095374     3.56   0.000     1.014893    1.052281
            hb |   1.045843   .0195443     2.40   0.016      1.00823    1.084859
         glu10 |   .9761361   .0098164    -2.40   0.016     .9570847    .9955667
        chol10 |   1.024662   .0060943     4.10   0.000     1.012786    1.036676
         gfr10 |   .8390002   .0108785   -13.54   0.000     .8179475    .8605948
          u_ph |   .8232253   .0243883    -6.57   0.000     .7767865    .8724405
               |
       gr_sbp5 |
 2nd(115-123)  |   .8176541   .0417093    -3.95   0.000      .739859    .9036291
3rd (123-130)  |     .77717    .043948    -4.46   0.000     .6956354    .8682611
4th (130-136)  |   .6656185   .0421356    -6.43   0.000     .5879518    .7535446
   5th (>136)  |   .6369883   .0439094    -6.54   0.000     .5564879    .7291336
               |
       gr_dbp5 |
  2nd (67-72)  |   1.179404   .0642708     3.03   0.002      1.05993    1.312346
  3rd (72-77)  |   1.411342   .0839404     5.79   0.000     1.256049    1.585835
  4th (77-82)  |   1.398934   .0897421     5.23   0.000     1.233651    1.586361
    5th (>82)  |   1.981014   .1352353    10.01   0.000     1.732924     2.26462
               |
         _cons |    .373708   .1536299    -2.39   0.017     .1669578    .8364846
--------------------------------------------------------------------------------

.
. logistic outcome i.gr_bmi uob dz_cvd dz_dm wbc hb glu10 chol10 gfr10 u_ph i.gr_sbp5##i.gr_dbp5

Logistic regression                             Number of obs     =    307,996
                                                LR chi2(37)       =    2941.57
                                                Prob > chi2       =     0.0000
Log likelihood = -19609.303                     Pseudo R2         =     0.0698

--------------------------------------------------------------------------------------------
                   outcome | Odds Ratio   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------------+----------------------------------------------------------------
                    gr_bmi |
                18.5-22.9  |   .2325644   .0091394   -37.12   0.000      .215324    .2511851
                  23-24.9  |   .1316118   .0082597   -32.31   0.000     .1163792    .1488382
                  25-29.9  |    .140364   .0081682   -33.74   0.000     .1252338    .1573221
                      >30  |   .2224026    .016214   -20.62   0.000     .1927898    .2565639
                           |
                       uob |   4.106376   .2511678    23.09   0.000     3.642459    4.629379
                    dz_cvd |   1.556121   .3132275     2.20   0.028     1.048835    2.308764
                     dz_dm |    11.6862   2.024792    14.19   0.000     8.321299    16.41177
                       wbc |   1.033174   .0095377     3.54   0.000     1.014649    1.052038
                        hb |   1.045368   .0195416     2.37   0.018      1.00776    1.084379
                     glu10 |   .9760597   .0098105    -2.41   0.016     .9570196    .9954787
                    chol10 |   1.024647   .0060968     4.09   0.000     1.012767    1.036666
                     gfr10 |   .8390364   .0108798   -13.53   0.000     .8179811    .8606337
                      u_ph |   .8235468   .0244002    -6.55   0.000     .7770854    .8727861
                           |
                   gr_sbp5 |
             2nd(115-123)  |   .8260038   .0802381    -1.97   0.049     .6828043    .9992355
            3rd (123-130)  |     .85602   .1312613    -1.01   0.311     .6338135    1.156129
            4th (130-136)  |   .9636551   .2558051    -0.14   0.889     .5727534    1.621346
               5th (>136)  |   .6518757   .3799761    -0.73   0.463     .2079708    2.043277
                           |
                   gr_dbp5 |
              2nd (67-72)  |   1.157018   .0853214     1.98   0.048     1.001315    1.336934
              3rd (72-77)  |   1.525007   .1551635     4.15   0.000     1.249296    1.861565
              4th (77-82)  |   1.778231   .2553033     4.01   0.000     1.342084    2.356115
                5th (>82)  |    2.00592   .4725639     2.95   0.003     1.264106    3.183051
                           |
           gr_sbp5#gr_dbp5 |
 2nd(115-123)#2nd (67-72)  |   1.033055   .1328648     0.25   0.800     .8028741    1.329228
 2nd(115-123)#3rd (72-77)  |   .9158564   .1363203    -0.59   0.555     .6841174    1.226095
 2nd(115-123)#4th (77-82)  |   .7906024   .1473929    -1.26   0.208     .5486149    1.139327
   2nd(115-123)#5th (>82)  |   1.041386   .2948189     0.14   0.886     .5979081    1.813798
3rd (123-130)#2nd (67-72)  |   .9068627   .1664451    -0.53   0.594     .6328671    1.299483
3rd (123-130)#3rd (72-77)  |   .8529421   .1616351    -0.84   0.401      .588321    1.236587
3rd (123-130)#4th (77-82)  |   .7350782   .1601667    -1.41   0.158      .479584    1.126685
  3rd (123-130)#5th (>82)  |   .9090021   .2643235    -0.33   0.743     .5141015    1.607241
4th (130-136)#2nd (67-72)  |    .885609   .2623133    -0.41   0.682     .4955872    1.582574
4th (130-136)#3rd (72-77)  |   .6956298   .2030264    -1.24   0.214     .3925967    1.232565
4th (130-136)#4th (77-82)  |   .5237542   .1607292    -2.11   0.035     .2870195    .9557482
  4th (130-136)#5th (>82)  |   .6361281   .2281251    -1.26   0.207     .3149858     1.28469
   5th (>136)#2nd (67-72)  |   1.055758   .6622867     0.09   0.931     .3087432    3.610198
   5th (>136)#3rd (72-77)  |   .7535714   .4546771    -0.47   0.639     .2309622    2.458714
   5th (>136)#4th (77-82)  |   .7626797   .4613183    -0.45   0.654     .2330666    2.495768
     5th (>136)#5th (>82)  |   1.012943   .6364825     0.02   0.984     .2956191    3.470862
                           |
                     _cons |   .3704338   .1525055    -2.41   0.016      .165301    .8301289
--------------------------------------------------------------------------------------------

. testparm i.gr_sbp5
-(omitted)-
           chi2(  4) =    4.81
         Prob > chi2 =    0.3073


. testparm i.gr_sbp5#i.gr_dbp5
-(omitted)-
           chi2( 16) =   15.15
         Prob > chi2 =    0.5140
As you can see above result.
In model1, SBP was not significant , except 4th (130-136) group. And gr_sbp5 's overall effect was also non-significant (teatparm result)
In model 2, DBP was significant, except 2nd (67-72) group.
In model 3, SBP became significant in all groups when it combined with DBP group.
In model 4, SBP was not significant again. except 2nd(115-123) group. gr_sbp5 's overall effect was also non-significant (teatparm result)

I guess the presence of collinearity between SBP & DBP.
so I check the collinearity between independent variables.


Code:
. collin gr_bmi uob dz_cvd dz_dm wbc hb glu10 chol10 gfr10 u_ph gr_dbp5 gr_sbp5
(obs=307,996)

  Collinearity Diagnostics

                        SQRT                   R-
  Variable      VIF     VIF    Tolerance    Squared
----------------------------------------------------
    gr_bmi      1.29    1.14    0.7729      0.2271
       uob      1.00    1.00    0.9956      0.0044
    dz_cvd      1.00    1.00    0.9996      0.0004
     dz_dm      1.26    1.12    0.7938      0.2062
       wbc      1.07    1.03    0.9352      0.0648
        hb      1.08    1.04    0.9242      0.0758
     glu10      1.31    1.14    0.7646      0.2354
    chol10      1.13    1.06    0.8886      0.1114
     gfr10      1.03    1.01    0.9714      0.0286
      u_ph      1.01    1.01    0.9863      0.0137
   gr_dbp5      1.89    1.37    0.5303      0.4697
   gr_sbp5      2.00    1.41    0.5002      0.4998
----------------------------------------------------
  Mean VIF      1.26

                           Cond
        Eigenval          Index
---------------------------------
    1     9.2823          1.0000
    2     1.0005          3.0460
    3     0.9954          3.0538
    4     0.9757          3.0844
    5     0.4311          4.6403
    6     0.1192          8.8239
    7     0.0938          9.9464
    8     0.0481         13.8984
    9     0.0240         19.6677
    10     0.0142         25.5434
    11     0.0090         32.1367
    12     0.0057         40.4496
    13     0.0011         92.5860
---------------------------------
 Condition Number        92.5860
 Eigenvalues & Cond Index computed from scaled raw sscp (w/ intercept)
 Det(correlation matrix)    0.2703
gr_sbp5 and gr_dbp5 showed high VIF 1.89, 2.00 among variables, but they are below 10.
But condition index was 92.58. lager than cutoff 30.

When I add the interaction term between sbp&dbp, it increase both VIF and condition index.
When I remove gr_sbp , VIF of gr_dbp decreased to 1.17, but condition index was still 88.68.

Now, I ask questions

1) How can I treat collinearity, showed by condition index? Can I ignore result of condition index, because VIF was below 10?

2) in model 4, Interaction term was not significant, but It change the coefficient (odds ratio) and p-value of SBP.
Which model do I have to select & report between 1&2 or 3 or 4?
Do I have to margin command? than what level should do I have to fix for each blood pressure group?