Setting Stage 1 P value in Analyis of DSD at a high level to detect active effects
I have a question on the setting of Stage 1 P value for analysis of a 7-factor DSD in attachment. I need to set the stage 1 P value at 0,4 to detect the 5 active factors, while the default setting is 0,05; is there an explanation? Is the stage 1 P default of 0,05 not too low? How to set stage 1 P, is there a rule of thumb?