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Split-Sample Strategies for Avoiding False Discoveries

Author: Michael L Anderson; Jeremy Magruder; National Bureau of Economic Research.
Publisher: Cambridge, Mass. National Bureau of Economic Research 2017.
Series: Working paper series (National Bureau of Economic Research), no. w23544.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Preanalysis plans (PAPs) have become an important tool for limiting false discoveries in field experiments. We evaluate the properties of an alternate approach which splits the data into two samples: An exploratory sample and a confirmation sample. When hypotheses are homogeneous, we describe an improved split-sample approach that achieves 90% of the rejections of the optimal PAP without requiring preregistration or  Read more...
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Details

Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Michael L Anderson; Jeremy Magruder; National Bureau of Economic Research.
OCLC Number: 1008870890
Notes: June 2017.
Description: 1 online resource
Series Title: Working paper series (National Bureau of Economic Research), no. w23544.
Responsibility: Michael L. Anderson, Jeremy Magruder.

Abstract:

Preanalysis plans (PAPs) have become an important tool for limiting false discoveries in field experiments. We evaluate the properties of an alternate approach which splits the data into two samples: An exploratory sample and a confirmation sample. When hypotheses are homogeneous, we describe an improved split-sample approach that achieves 90% of the rejections of the optimal PAP without requiring preregistration or constraints on specification search in the exploratory sample. When hypotheses are heterogeneous in priors or intrinsic interest, we find that a hybrid approach which prespecifies hypotheses with high weights and priors and uses a split-sample approach to test additional hypotheses can have power gains over any pure PAP. We assess this approach using the community-driven development (CDD) application from Casey et al. (2012) and find that the use of a hybrid split-sample approach would have generated qualitatively different conclusions.

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