摘要翻译:
我们从理论上分析了基于多个研究中$P$-值分布的$P$-黑客测试问题。在no$p$-hacking的空值下,我们给出了当这种分布具有可测试的限制(不增加)时的一般结果。我们发现了基于$T$-tests的$P$-values的新的额外可测试限制。具体地说,幂函数的形状既导致完全单调性,也导致$P$-值的分布有界。这些可测试的限制导致对没有$P$-黑客攻击的无效假设进行更强大的测试。当还存在发布偏差时,我们的测试是针对$P$-黑客攻击和发布偏差的联合测试。对两个重要数据集的重新分析表明了我们新测试的有用性。
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英文标题:
《Detecting p-hacking》
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作者:
Graham Elliott, Nikolay Kudrin, Kaspar Wuthrich
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最新提交年份:
2021
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要:
We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the null of no $p$-hacking. We find novel additional testable restrictions for $p$-values based on $t$-tests. Specifically, the shape of the power functions results in both complete monotonicity as well as bounds on the distribution of $p$-values. These testable restrictions result in more powerful tests for the null hypothesis of no $p$-hacking. When there is also publication bias, our tests are joint tests for $p$-hacking and publication bias. A reanalysis of two prominent datasets shows the usefulness of our new tests.
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PDF链接:
https://arxiv.org/pdf/1906.06711


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