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We Agree That Statistical Significance Proves Essentially Nothing: A Rejoinder to Thomas Mayer

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  • Stephen T. Ziliak
  • Deirdre N. McCloskey
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    Abstract

    In 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 Häggström (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 Info

    Article provided by Econ Journal Watch in its journal Econ Journal Watch.

    Volume (Year): 10 (2013)
    Issue (Month): 1 (January)
    Pages: 97-107

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    Handle: RePEc:ejw:journl:v:10:y:2013:i:1:p:97-107

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    Related research

    Keywords: Significance test; economic significance; Student’s t; oomph; Gosset; Fisher;

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    References

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    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.:
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    1. Ziliak, Stephen T. & McCloskey, Deirdre N., 2004. "Size matters: the standard error of regressions in the American Economic Review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 527-546, November.
    2. Kevin Hoover & Mark Siegler, 2008. "Sound and fury: McCloskey and significance testing in economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 15(1), pages 1-37.
    3. Elliott, Graham & Granger, Clive W.J., 2004. "Evaluating significance: comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 547-550, November.
    4. Deirdre McCloskey & Stephen Ziliak, 2008. "Signifying nothing: reply to Hoover and Siegler," Journal of Economic Methodology, Taylor & Francis Journals, vol. 15(1), pages 39-55.
    5. Zellner, Arnold, 2004. "To test or not to test and if so, how?: Comments on "size matters"," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 581-586, November.
    6. Deirdre N. McCloskey & Stephen T. Ziliak, 1996. "The Standard Error of Regressions," Journal of Economic Literature, American Economic Association, vol. 34(1), pages 97-114, March.
    7. 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.
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