TY - JOUR
T1 - A Proposed Specification Check for p-Hacking
AU - Heyes, Anthony
AU - Brodeur, Abel
AU - Cook, Nikolai
AU - Heyes, Anthony
PY - 2020/5/1
Y1 - 2020/5/1
N2 - We propose a specification check for p-hacking. More specifically, we advocate the reporting of t-curves and mu-curves--the t-statistics and estimated effect sizes derived from regressions using every possible combination of control variables from the researcher's set--and introduce a standardized and accessible implementation. Our specification check allows researchers, referees, and editors to visually inspect variation in effect sizes, significativity, and sensitivity to the inclusion of control variables. We provide a Stata command that implements the specification check. Given the growing interest in estimating causal effects, the potential applicability of this specification check to empirical studies is large.
AB - We propose a specification check for p-hacking. More specifically, we advocate the reporting of t-curves and mu-curves--the t-statistics and estimated effect sizes derived from regressions using every possible combination of control variables from the researcher's set--and introduce a standardized and accessible implementation. Our specification check allows researchers, referees, and editors to visually inspect variation in effect sizes, significativity, and sensitivity to the inclusion of control variables. We provide a Stata command that implements the specification check. Given the growing interest in estimating causal effects, the potential applicability of this specification check to empirical studies is large.
UR - http://dx.doi.org/10.1257/pandp.20201078
U2 - 10.1257/pandp.20201078
DO - 10.1257/pandp.20201078
M3 - Article
SN - 2574-0768
VL - 110
SP - 66
EP - 69
JO - AEA Papers and Proceedings
JF - AEA Papers and Proceedings
ER -