Suchergebnisse

In statistics, samples are drawn from a population in a datagenerating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidencegenerating process (EGP). We claim that EGP variation across researchers adds uncertainty: non-standard errors. To study them, we let 164 teams test six hypotheses on the same sample. We find that non-standard errors are sizeable, on par with standard errors. Their size (i) co-varies only weakly with team merits, reproducibility, or peer rating, (ii) declines significantly after peer-feedback, and (iii) is underestimated by participants.

The use of cluster robust standard errors (CRSE) is common as data are often collected from units, such as cities, states or countries, with multiple observations per unit. There is considerable discussion of how best to estimate standard errors and confidence intervals when using CRSE (Harden 2011; Imbens and Kolesár 2016; MacKinnon and Webb 2017; Esarey and Menger 2019). Extensive simulations in this literature and here show that CRSE seriously underestimate coefficient standard errors and their associated confidence intervals, particularly with a small number of clusters and when there is little within cluster variation in the explanatory variables. These same simulations show that a method developed here provides more reliable estimates of coefficient standard errors. They underestimate confidence intervals for tests of individual and sets of coefficients in extreme conditions, but by far less than do CRSE. Simulations also show that this method produces more accurate standard error and confidence interval estimates than bootstrapping, which is often recommended as an alternative to CRSE.