ote the one crucial rule:</p>
<p><em>The Crucial Rule:</em> Step 3 (fitting the <code>mash</code>
model) must be performed with either <em>all</em> the tests you
performed, or – if that causes computational challenges – a <em>large
random subset</em> of tests.</p>
<p>In particular, you must not use only a set of selected “significant”
or “strong” tests in step 3. This is because <code>mash</code> uses step
3 to learn about the null signal in the data, as well as the non-null
signal. In particula