Question: 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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