I am actually reviewing a manuscript where the authors compare 5-6 logit regression models with AIC. However, some of the models have interaction terms without including the individual covariate terms. Does it ever make sense to do this?
For example (not specific to logit models):
M1: Y = X1 + X2 + X1*X2 M2: Y = X1 + X2 M3: Y = X1 + X1*X2 (missing X2) M4: Y = X2 + X1*X2 (missing X1) M5: Y = X1*X2 (missing X1 & X2)
I've always been under the impression that if you have the interaction term X1*X2 you also need X1 + X2. Therefore, models 1 and 2 would be fine but models 3-5 would be problematic (even if AIC is lower). Is this correct? Is it a rule or more of a guideline? Does anyone have a good reference that explains the reasoning behind this? I just want to make sure I don't miscommunicate anything important in the review.
Thanks for any thoughts, Dan