Replication data for: Star Wars: The Empirics Strike Back
Principal Investigator(s): View help for Principal Investigator(s) Abel Brodeur; Mathias Lé; Marc Sangnier; Yanos Zylberberg
Version: View help for Version V1
Project Citation:
Brodeur, Abel, Lé, Mathias, Sangnier, Marc, and Zylberberg, Yanos. Replication data for: Star Wars: The Empirics Strike Back. Nashville, TN: American Economic Association [publisher], 2016. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-12. https://doi.org/10.3886/E113633V1
Project Description
Summary:
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Using 50,000 tests published in the AER, JPE, and QJE, we identify a residual in the distribution of tests that cannot be explained solely by journals favoring rejection of the null hypothesis. We observe a two-humped camel shape with missing p-values between 0.25 and 0.10 that can be retrieved just after the 0.05 threshold and represent 10-20 percent of marginally rejected tests. Our interpretation is that researchers inflate the value of just-rejected tests by choosing "significant" specifications. We propose a method to measure this residual and describe how it varies by article and author characteristics. (JEL A11, C13)
Scope of Project
JEL Classification:
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A11 Role of Economics; Role of Economists; Market for Economists
C13 Estimation: General
A11 Role of Economics; Role of Economists; Market for Economists
C13 Estimation: General
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