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Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results

Young, Alwyn (2019) Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results. Quarterly Journal of Economics, 134 (2). 557 - 598. ISSN 0033-5533

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Identification Number: 10.1093/qje/qjy029

Abstract

I follow R. A. Fisher's The Design of Experiments (1935), using randomization statistical inference to test the null hypothesis of no treatment effects in a comprehensive sample of 53 experimental papers drawn from the journals of the American Economic Association. In the average paper, randomization tests of the significance of individual treatment effects find 13\% to 22\% fewer significant results than are found using authors’ methods. In joint tests of multiple treatment effects appearing together in tables, randomization tests yield 33\% to 49\% fewer statistically significant results than conventional tests. Bootstrap and jackknife methods support and confirm the randomization results.

Item Type: Article
Official URL: https://academic.oup.com/qje
Additional Information: © 2018 The Author
Divisions: Economics
Subjects: H Social Sciences > HB Economic Theory
Q Science > QA Mathematics
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C12 - Hypothesis Testing
C - Mathematical and Quantitative Methods > C9 - Design of Experiments > C90 - General
Date Deposited: 19 Aug 2019 15:36
Last Modified: 13 Nov 2019 00:31
URI: http://eprints.lse.ac.uk/id/eprint/101401

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