I am comparing clogit models using AIC/BIC. I have an outcome variable (outcome), three independent variables (inde1, inde2, inde3) two variables which I may stratify to assess for effect modification (strat1, strat2). I then have two additional independent variables which I do not know whether to include or not (query1, query2).
How should I run the
test?
Should model 1 include:
Code:
clogit outcome inde1 inde2 inde3 strat1 strat2 , group(set) or
estimates store m1
Do I include the strat variables here?
Model 2:
Code:
clogit outcome inde1 inde2 inde3 strat1 strat2 query1 , group(set) or
estimates store m2
estat ic
Then to run again presumably model 1 remains unchanged but this time model 2 includes query2? Or do I include query1 and query2 in model 2?
What if there is barely any difference between the AIC/BIC values?
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