I'm trying to use machine learning to model the risk of healthcare-associated infections (HAI) for patients in a number of hospitals. I have variables both at the patient, ward and hospital level.
In particular, some variables at the hospital level are also present at the ward level. For example, milliliters of alcoholic hand gel used per patient day are collected both in each ward and for the whole hospital. Of course, those two variables may be correlated, but in a complex way.
Should I include both in the model or just the more proximal one (i.e. at the ward level) since the effect of the hospital variable is actually mediated by the ward one?