That is very interesting and makes a lot of sense. And great example with the simulation. From what I gather from your post and others is that selecting predictors for a regression based upon p-value should be avoided and can lead to wrong conclusions. Yes?

Ok, makes sense. Thank you

Thanks a bunch for looking into that. I have noticed a fair amount of oversights that are a bit irritating to head scratching.

I checked the errata but didn't see anything. So I just wanted to make sure I wasn't missing something