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When is p-hacking detectable?

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  • Stefan Faridani

Abstract

Some forms of p-hacking cannot be detected by examining the t-curve (or p-curve). Standard tests may also fail to find even detectable forms of selective reporting. We propose a novel test that is consistent against every detectable form of p-hacking and remains interpretable even when the t-scores are not exactly normal. The test statistic is the distance between the smoothed empirical t-curve and the set of all distributions that would be possible in the absence of any selective reporting. This novel projection test can only be evaded in large meta-samples by selective reporting that also evades all other valid tests of restrictions on the t-curve. A second benefit of the projection test is that under the null hypothesis of no p-hacking we can check whether the projection residual could have been produced by other distortions not related to selective reporting, e.g. rounding and de-rounding. Applying the test to the Brodeur et al. (2020) meta-data, we find that the t-curves for RCTs, IVs, and DIDs are more distorted than could arise by chance. We confirm that these distortions cannot be explained by (de)rounding of t-scores or by the limited degrees of freedom of the underlying studies.

Suggested Citation

  • Stefan Faridani, 2025. "When is p-hacking detectable?," Papers 2506.20035, arXiv.org, revised Oct 2025.
  • Handle: RePEc:arx:papers:2506.20035
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    References listed on IDEAS

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    1. Dominika Ehrenbergerova & Josef Bajzik & Tomas Havranek, 2023. "When Does Monetary Policy Sway House Prices? A Meta-Analysis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 538-573, June.
    2. Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020. "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics," American Economic Review, American Economic Association, vol. 110(11), pages 3634-3660, November.
    3. Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," American Economic Journal: Applied Economics, American Economic Association, vol. 8(1), pages 1-32, January.
    4. Stefan Faridani, 2024. "Testing for Underpowered Literatures," Papers 2406.13122, arXiv.org, revised Sep 2025.
    5. Isaiah Andrews & Maximilian Kasy, 2019. "Identification of and Correction for Publication Bias," American Economic Review, American Economic Association, vol. 109(8), pages 2766-2794, August.
    6. Carrasco, Marine & Florens, Jean-Pierre, 2011. "A Spectral Method For Deconvolving A Density," Econometric Theory, Cambridge University Press, vol. 27(3), pages 546-581, June.
    7. Megan L Head & Luke Holman & Rob Lanfear & Andrew T Kahn & Michael D Jennions, 2015. "The Extent and Consequences of P-Hacking in Science," PLOS Biology, Public Library of Science, vol. 13(3), pages 1-15, March.
    8. Tomas Havranek & Zuzana Irsova & Lubica Laslopova & Olesia Zeynalova, 2024. "Publication and Attenuation Biases in Measuring Skill Substitution," The Review of Economics and Statistics, MIT Press, vol. 106(5), pages 1187-1200, September.
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