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When you interpretp-values from models that are chosen using any automated variable selection technique, which of the following should you be cautious about? A incorrect
When you interpretp-values from models that are chosen using any automated variable selection technique, which of the following should you be cautious about?
A incorrect calculation of degrees of freedom
B biases in parameter estimates, predictions, and standard errors
C p-values that tend to err on the side of overestimating significance
D all of the above
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