p-value is almost irrelevant if you don't know how many overall statistical tests were performed. Finding a p<0.001 "significant" result after testing 1,000 dif

p-value is almost irrelevant if you don't know how many overall statistical tests were performed. Finding a p<0.001 "significant" result after testing 1,000 different variables is far less meaningful than finding one after testing 5 variables.