A Proposed Specification Check for p-Hacking
- (pp. 66-69)
Abstract
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.Citation
Brodeur, Abel, Nikolai Cook, and Anthony Heyes. 2020. "A Proposed Specification Check for p-Hacking." AEA Papers and Proceedings, 110: 66-69. DOI: 10.1257/pandp.20201078Additional Materials
JEL Classification
- C12 Hypothesis Testing: General
- C13 Estimation: General