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Aug 15, 2023 at 13:43 comment added Peter Flom I would look at effect size, its affect on other parameters, and its substantive meaning. The results of that would determine whether I added it. The Gelman paper is the one I named in my answer "The Difference between Statistically ... "etc.
Aug 15, 2023 at 13:40 comment added Sandi Thanks. Would you evaluate the influence of diagnosis in another way? Would you not add it as a 3-way interaction but only diagnosis as a predictor? Which paper from Gelman exactly do you mean?
Aug 11, 2023 at 11:40 comment added Peter Flom I would NOT interpret it. That is, I would not pay attention to the fact that it went from significant to not significant. See Gelman's paper. I would look at changes in effect size and in predictions.
Aug 11, 2023 at 8:14 comment added Sandi However, in this model, the 2-way interaction (which represents the treatment effect) is no longer apparent (CI of coefficient includes 0, p-val not significant any longer). How would you interpret this? That there is not enough evidence to claim diagnosis moderates the treatment effect, but there is evidence of a treatment effect (resulting from the 1. model)? Many thanks
Aug 11, 2023 at 8:14 comment added Sandi Many thanks for your reply. The interpretation of the 2-way interaction is clear to me. I am also aware of the importance of effect sizes. But what about the 3-way interaction? If I add the variable diagnosis (1=yes; 2=no ref group), the 3-way interaction itself is not significant (CI includes 0). This means that diagnosis has no impact on the treatment effect.
Aug 10, 2023 at 11:16 history answered Peter Flom CC BY-SA 4.0