Multiple testing adjustment for stepwise model selection
Hello everybody, I am trying to construct a regression model with the stepwise procedure. I wonder given the relatively high number of variables (about 50 clinical variables) I am testing if it would be better to adjust for multiple testing (Bonferroni for example ?) Do you have any idea, recommendation of paper or any other reference ?
Thank you !
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Please check the discussion in the link below which is very close to your design model.
https://stats.stackexchange.com/questions/468620/correction-for-multiple-testing-in-multiple-regression-analysis
Many thanks