| 来源类型 | Working Paper
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| 规范类型 | 报告
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| DOI | 10.3386/w24403
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| 来源ID | Working Paper 24403
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| Statistical Non-Significance in Empirical Economics |
| Alberto Abadie
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| 发表日期 | 2018-03-12
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| 出版年 | 2018
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| 语种 | 英语
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| 摘要 | Significance tests are probably the most common form of inference in empirical economics, and significance is often interpreted as providing greater informational content than non-significance. In this article we show, however, that rejection of a point null often carries very little information, while failure to reject may be highly informative. This is particularly true in empirical contexts that are typical and even prevalent in economics, where data sets are large (and becoming larger) and where there are rarely reasons to put substantial prior probability on a point null. Our results challenge the usual practice of conferring point null rejections a higher level of scientific significance than non-rejections. In consequence, we advocate a visible reporting and discussion of non-significant results in empirical practice. |
| 主题 | Econometrics
; Estimation Methods
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| URL | https://www.nber.org/papers/w24403
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| 来源智库 | National Bureau of Economic Research (United States)
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| 引用统计 |
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/582077
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推荐引用方式
GB/T 7714 |
Alberto Abadie. Statistical Non-Significance in Empirical Economics. 2018.
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文件名：
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w24403.pdf
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格式：
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Adobe PDF
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