Multiple testing adjustment for stepwise model selection
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7 months ago
mel22 ▴ 100

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 !

statistics • 462 views
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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

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Many thanks

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