To elaborate on Frank's response, the analysis plan of
1. Look at the data and select "important" variables
2. Put that truncated list into your favorite statistic procedure
3. Ask - are the p-values (c-statistic, coefficients, .....) reliable?
is a very old plan. The answer to the last question is always "NO".
The traditional step 1 involved graphs and t-tests, but replacing it by something modern
does not change the overall outcome.
Terry T
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