Question: Suppose a researcher runs a forward entry statistical multiple regression with a group of 20 candidate predictor variables; the final model includes five predictors. Why

Suppose a researcher runs a “forward entry” statistical multiple regression with a group of 20 candidate predictor variables; the final model includes five predictors. Why are the p values shown on the SPSS printout not a good indication of the true risk of Type I error in this situation? What correction can be used when you test the significance of the overall multiple R for a forward regression?

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