Salam,
The reliance on p-values as a standard criterion for model and variable selection, particularly in methods like Uni-directional, Stepwise, Swapwise, Combinatorial, Auto-Search/GETS, and Lasso Selection, may not be optimal. These methods can lead to overfitting, ignore model complexity, and may not generalize well to new data. It's important to explore alternative approaches that consider model interpretability, predictive performance, and robustness rather than just p-value significance.
Regards,
Dr. Fatih CHELLAI