I have a small number of samples and large number features. For doing the feature selection I'm going to divide my total set into a feature selection set and a test set.I run the t-test on the former and I test on the latter. Now my question is, assuming that some features appear to be significant in both sets, now that I have confirmed the feature significance, can I remerge the two sets and used the larger set for model training, using the extracted features? Will the test still be blind? Thanks
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