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Detecting p‐Hacking

Author

Listed:
  • Elliott, Graham
  • Kudrin, Nikolay
  • Wüthrich, Kaspar

Abstract

We theoretically analyze the problem of testing for p‐hacking based on distributions of p‐values across multiple studies. We provide general results for when such distributions have testable restrictions (are non‐increasing) under the null of no p‐hacking. We find novel additional testable restrictions for p‐values based on t‐tests. Specifically, the shape of the power functions results in both complete monotonicity as well as bounds on the distribution of p‐values. These testable restrictions result in more powerful tests for the null hypothesis of no p‐hacking. When there is also publication bias, our tests are joint tests for p‐hacking and publication bias. A reanalysis of two prominent data sets shows the usefulness of our new tests.

Suggested Citation

  • Elliott, Graham & Kudrin, Nikolay & Wüthrich, Kaspar, 2022. "Detecting p‐Hacking," University of California at San Diego, Economics Working Paper Series qt2p04s3dr, Department of Economics, UC San Diego.
    • Handle: RePEc:cdl:ucsdec:qt2p04s3dr
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    File URL: https://www.escholarship.org/uc/item/2p04s3dr.pdf;origin=repeccitec
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    Other versions of this item:

    • Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019. "Detecting p-hacking," Papers 1906.06711, arXiv.org, revised May 2021.

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    Cited by:

    1. Ali Elminejad & Tomas Havranek & Roman Horvath & Zuzana Irsova, 2023. "Intertemporal Substitution in Labor Supply: A Meta-Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 1095-1113, December.
    2. Enzinger, Matthias & Gechert, Sebastian & Heimberger, Philipp & Prante, Franz & Romero, Daniel F., 2025. "The overstated effects of conventional monetary policy on output and prices," I4R Discussion Paper Series 264, The Institute for Replication (I4R).
    3. Guido W. Imbens, 2021. "Statistical Significance, p-Values, and the Reporting of Uncertainty," Journal of Economic Perspectives, American Economic Association, vol. 35(3), pages 157-174, Summer.
    4. Vu, Patrick, 2024. "Why are replication rates so low?," Journal of Econometrics, Elsevier, vol. 245(1).
    5. Josef Bajzik & Jan Janku & Simona Malovana & Klara Moravcova & Ngoc Anh Ngo, 2023. "Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies," Working Papers 2023/19, Czech National Bank, Research and Statistics Department.
    6. Simona Malovaná & Martin Hodula & Zuzana Gric & Josef Bajzík, 2025. "Borrower‐based macroprudential measures and credit growth: How biased is the existing literature?," Journal of Economic Surveys, Wiley Blackwell, vol. 39(1), pages 66-102, February.

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