This may be a really basic question, but I haven't found any helpful answers. Or I simply don't understand.
When correcting p-values of linear regression models, which p-values are corrected?
I ran two multiple linear regression models with each 3 predictors and one dependent variable. Now I would want to run a FDR (Benjamini-Hochberg) correction. But I am not sure which p-values to correct and how.
1) I thought about correcting the p-values of all 6 coefficients of both models (t-statistics). I would sort them in ascending order, following this approach.
Would this be the correct way for adjusting the p-values? And what about the p- values of the F-Statistic of both models?
Thank you in advance.