| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w21875 |
| 来源ID | Working Paper 21875 |
| Multiple Hypothesis Testing in Experimental Economics | |
| John A. List; Azeem M. Shaikh; Yang Xu | |
| 发表日期 | 2016-01-18 |
| 出版年 | 2016 |
| 语种 | 英语 |
| 摘要 | Empiricism in the sciences allows us to test theories, formulate optimal policies, and learn how the world works. In this manner, it is critical that our empirical work provides accurate conclusions about underlying data patterns. False positives represent an especially important problem, as vast public and private resources can be misguided if we base decisions on false discovery. This study explores one especially pernicious influence on false positives—multiple hypothesis testing (MHT). While MHT potentially affects all types of empirical work, we consider three common scenarios where MHT influences inference within experimental economics: jointly identifying treatment effects for a set of outcomes, estimating heterogeneous treatment effects through subgroup analysis, and conducting hypothesis testing for multiple treatment conditions. Building upon the work of Romano and Wolf (2010), we present a correction procedure that incorporates the three scenarios, and illustrate the improvement in power by comparing our results with those obtained by the classic studies due to Bonferroni (1935) and Holm (1979). Importantly, under weak assumptions, our testing procedure asymptotically controls the familywise error rate – the probability of one false rejection – and is asymptotically balanced. We showcase our approach by revisiting the data reported in Karlan and List (2007), to deepen our understanding of why people give to charitable causes. |
| 主题 | Econometrics ; Estimation Methods ; Experimental Design |
| URL | https://www.nber.org/papers/w21875 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/579550 |
| 推荐引用方式 GB/T 7714 | John A. List,Azeem M. Shaikh,Yang Xu. Multiple Hypothesis Testing in Experimental Economics. 2016. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w21875.pdf（403KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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