Hi,

When I use logistic regression, each variable has a p value associated with
it.  Do I only include the variables that have a statistically significant p
value (<0.05), or are there situations when I should include variables when
their p values are high?  I had heard that if a variable has a high p value
but it's not the terminal variable, keep it; otherwise, take it out.  Not
sure if it's right or even why this is the case.  What about if my p values
are terrible but this combo of variables yields the highest AUC and
calibration?  What prevails in this case?

Thank you!

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