Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Reply
Abel Brodeur, Nikolai Cook, Anthony Heyes
American Economic Review · 2022 · Volume 112 · Issue 9
Abstract
In Brodeur, Cook, and Heyes (2020) we present evidence that instrumental variable (and to a lesser extent difference-in-difference) articles are more p-hacked than randomized controlled trial and regression discontinuity design articles. We also find no evidence that (i) articles published in the top five journals are different; (ii) the "revise and resubmit" process mitigates the problem; (iii) things are improving through time. Kranz and Pütz (2022) apply a novel adjustment to address rounding errors. They successfully replicate our results with the exception of our shakiest finding: after adjusting for rounding errors, bunching of test statistics for difference-in-difference articles is now smaller around the 5 percent level (and coincidentally larger at the 10 percent level).
Keywords
Sociology of Economics, Hypothesis Testing: General, Model Evaluation, Validation, and Selection
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