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遵循费雪:随机化检验与看似显著的实验结果的统计不显著性*

Channeling Fisher: Randomization Tests and the Statistical Insignificance of Seemingly Significant Experimental Results*
Quarterly Journal of Economics · 2018 · Alwyn Young

中文摘要

我遵循R. A. 费雪的《实验设计》(1935),使用随机化统计推断,对取自美国经济学会期刊的53篇实验论文的综合样本,检验无处理效应的原假设。在平均每篇论文中,对单个处理效应显著性的随机化检验所发现的显著结果数量比使用作者方法发现的少13%至22%。在对表格中同时出现的多个处理效应的联合检验中,随机化检验所得统计显著结果数量比常规检验少33%至49%。Bootstrap和刀切法支持并证实了随机化结果。

Abstract

I follow R. A. Fisher's,The Design of Experiments (1935), using randomization statistical inference to test the null hypothesis of no treatment effects in a comprehensive sample of 53 experimental papers drawn from the journals of the American Economic Association. In the average paper, randomization tests of the significance of individual treatment effects find 13% to 22% fewer significant results than are found using authors’ methods. In joint tests of multiple treatment effects appearing together in tables, randomization tests yield 33% to 49% fewer statistically significant results than conventional tests. Bootstrap and jackknife methods support and confirm the randomization results.
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