P-hacking and data dredging

12 Nov, 2017 at 14:31 | Posted in Statistics & Econometrics | Comments Off on P-hacking and data dredging

P-hacking refers to when you massage your data and analysis methods until your result reaches a statistically significant p-value. I will put it to you that in practice most p-hacking is not necessarily about hacking p-s but about dredging your data until your results fit a particular pattern. That may be something you predicted but didn’t find or could even just be some chance finding that looked interesting and is amplified this way. However, the p-value is usually probably secondary to the act here. The end result may very well be the same in that you continue abusing the data until a finding becomes significant, but I would bet that in most cases what matters to people is not the p-value but the result. Moreover, while null-hypothesis significance testing with p-values is still by far the most widespread way to make inferences about results, it is not the only way. All this fussing about p-hacking glosses over the fact that the same analytic flexibility or data dredging can be applied to any inference, whether it is based on p-values, confidence intervals, Bayes factors, posterior probabilities, or simple summary statistics …

Everybody p-hacks if left to their own devices. Preregistration and open data can help protect yourself against your mind’s natural tendency to perceive patterns in noise. A scientist’s training is all about developing techniques to counteract this tendency, and so open practices are just another tool for achieving that purpose.

Sam Schwarzkopf