What about multiple testing?

• If alpha=0.05 then

  • if you test 100 hypotheses then 5 will be false positives (i.e. appear as significant wrongly)
  • if you test 1,000,000 hypotheses then 50,000 will appear as false positives

IF the tests are INDEPENDENT

• GAM hypotheses are not independent hence need to use Monte Carlo Test to check on this aspect or ignore it!

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