Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Comment
评论Brodeur等人（2020）关于经济学论文中p值操纵和发表偏倚的研究，发现调整舍入误差后，差分法研究的p值操纵证据消失，但工具变量研究仍存在；同时指出其两种潜在分布方法存在适用性问题。
Brodeur, Cook, and Heyes (2020) study hypothesis tests from economic articles and find evidence for p-hacking and publication bias, in particular for instrumental variable and difference-in-difference studies. When adjusting for rounding errors (introducing a novel method), statistical evidence for p-hacking from randomization tests and caliper tests at the 5 percent significance threshold vanishes for difference-in-differnce studies but remains for instrumental variable studies. Results at the 1 percent and 10 percent significance thresholds remain largely similar. In addition, Brodeur, Cook, and Heyes derive latent distributions of z-statistics absent publication bias using two different approaches. We establish for each approach a result that challenges its applicability.