We Agree That Statistical Significance Proves Essentially Nothing: A Rejoinder to Thomas Mayer
AbstractIn several dozen journal reviews and in many other comments we have received—from, for example, four Nobel laureates, the statistician Dennis Lindley (2012), the statistician Arnold Zellner (2004), the mathematician Olle HÃÂ¤ggstrÃÂ¶m (2010), the sociologist Steve Fuller (2008), and the historian Theodore Porter (2008)—no one has ever tried to defend null hypothesis significance testing and its numerous errors. Recent articles by Thomas Mayer (2012, 2013), commenting on our book The Cult of Statistical Significance, are no exception. Of the five major claims we make in our book about the theory and practice of significance testing in economics, Mayer strongly agrees with four. On the fifth claim our disagreement is a matter of degree, not of kind, with no substantive change in results. Overall, Mayer agrees with us and with the new and growing consensus that statistical significance proves essentially nothing and has to change.
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Bibliographic InfoArticle provided by Econ Journal Watch in its journal Econ Journal Watch.
Volume (Year): 10 (2013)
Issue (Month): 1 (January)
Significance test; economic significance; Studentâ€™s t; oomph; Gosset; Fisher;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- B4 - Schools of Economic Thought and Methodology - - Economic Methodology
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Deirdre McCloskey & Stephen Ziliak, 2008. "Signifying nothing: reply to Hoover and Siegler," Journal of Economic Methodology, Taylor and Francis Journals, vol. 15(1), pages 39-55.
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- Stephen T. Ziliak & Deirdre N. McCloskey, 2004. "Size Matters: The Standard Error of Regressions in the American Economic Review," Econ Journal Watch, Econ Journal Watch, vol. 1(2), pages 331-358, August.
- Kevin D. Hoover & Mark V. Siegler, 2005.
"Sound and Fury: McCloskey and Significance Testing in Economics,"
- Kevin Hoover & Mark Siegler, 2008. "Sound and fury: McCloskey and significance testing in economics," Journal of Economic Methodology, Taylor and Francis Journals, vol. 15(1), pages 1-37.
- Ziliak, Stephen T. & McCloskey, Deirdre N., 2004. "Size matters: the standard error of regressions in the American Economic Review," The Journal of Socio-Economics, Elsevier, vol. 33(5), pages 527-546, November.
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