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Should Interactions in HB be included even if model explorer did not estimate it as significant?


Should interactions only be included if they are significant and improve the hitrate for e.g. 1.5, or is it suitable to include them when there is confidence in literature that there is an interaction?

Neither the interaction search, nor the model explorer showed interaction effects.

What happens when you include interactions even they seem to be not significant?

asked Jun 28, 2019 by bs77 Bronze (790 points)

1 Answer

0 votes
I usually would not include interactions that weren't significant.   Whether doing so is harmful or not depends a bit on the details of your design.  

In general, including non-significant interactions is like including non-significant effects of any kind in any kind of model - you may slightly over-fit the model by forcing in parameters that really aren't doing any work.  If you've used a design with lots of blocks (or some other kind that de-correlates your interactions from your main effects) then you're probably not doing a lot of violence to your model.  

If including the interactions makes your fit to holdouts go DOWN, however, then I'd very likely avoid using them in my final model.
answered Jun 28, 2019 by Keith Chrzan Platinum Sawtooth Software, Inc. (102,700 points)
great. thanks!