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Critical Values Robust to P-Hacking

Author

Listed:
  • Adam McCloskey

    (University of Colorado–Boulder)

  • Pascal Michaillat

    (University of California–Santa Cruz)

Abstract

P-hacking is prevalent in reality but absent from classical hypothesis-testing theory. We therefore build a model of hypothesis testing that accounts for p-hacking. From the model, we derive critical values such that, if they are used to determine significance, and if p-hacking adjusts to the new significance standards, then spurious significant results do not occur more often than intended. Because of p-hacking, such robust critical values are larger than classical critical values. In the model calibrated to medical science, the robust critical value is the classical critical value for the same test statistic but with one-fifth of the significance level.

Suggested Citation

  • Adam McCloskey & Pascal Michaillat, 2026. "Critical Values Robust to P-Hacking," The Review of Economics and Statistics, MIT Press, vol. 108(4), pages 1085-1097, July.
  • Handle: RePEc:tpr:restat:v:108:y:2026:i:4:p:1085-1097
    DOI: 10.1162/rest_a_01456
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