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p values from GLM

Like Rolf, I thought that this utterance on April 1 deserved fortune enshrinement. It reminded me of one of my favorite articles: "P-Values are Random Variables". 

Unfortunately a legal copy of that paper is still behind a corporate firewall for which you would need to fork over USD 50.00, but a google search for "P-Values are Random Variables The American Statistician" should yield options for the less squeamish. (My copy was obtained when I did have legal access.)