Non-Standard Errors
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Menkveld, Albert, J | Dreber, Anna | Holzmeister, Felix | Huber, Juergen | Johannesson, Magnus | Kirchler, Michael | Neusüss, Sebastian | Razen, Michael | Weitzel, Utz | Capelle-Blancard, Gunther | Abad-Díaz, David | Abudy, Menachem | Adrian, Tobias | Ait-Sahalia, Yacine | Akmansoy, Olivier | Alcock, Jamie, T | Alexeev, Vitali | Aloosh, Arash | Amato, Livia | Amaya, Diego | Angel, James, J | Avetikian, Alejandro, T | Bach, Amadeus | Baidoo, Edwin | Bakalli, Gaetan | Li, Bao | Barbon, Andrea | Bashchenko, Oksana | Bindra, Parampreet, C | Bjønnes, Geir, H | Black, Jeffrey, R | Black, Bernard, S | Bogoev, Dimitar | Bohorquez Correa, Santiago | Bondarenko, Oleg | Bos, Charles, S | Bosch-Rosa, Ciril | Bouri, Elie | Brownlees, Christian | Calamia, Anna | Cao, Nga | Capera Romero, Laura, M | Caporin, Massimiliano | Carrion, Allen | Caskurlu, Tolga | Chakrabarty, Bidisha | Chen, Jian | Chernov, Mikhail | Cheung, William | Chincarini, Ludwig, B | Chordia, Tarun | Chow, Sheung, Chi | Clapham, Benjamin | Colliard, Jean-Edouard | Comerton-Forde, Carole | Curran, Edward | Dao, Thong | Dare, Wale | Davies, Ryan, J | de Blasis, Riccardo | de Nard, Gianluca, F | Declerck, Fany | Deev, Oleg | Degryse, Hans | Deku, Solomon, y | Desagre, Christophe | van Dijk, Mathijs, A | Dim, Chukwuma | Dimpfl, Thomas | Dong, Yun, Jiang | Drummond, Philip, A | Dudda, Tom | Duevski, Teodor | Dumitrescu, Ariadna | Dyakov, Teodor | Dyhrberg, Anne, Haubo | Dzieliński, Michał | Eksi, Asli | El Kalak, Izidin | ter Ellen, Saskia | Eugster, Nicolas | Evans, Martin, D D | Farrell, Michael | Felez-Vinas, Ester | Ferrara, Gerardo | Ferrouhi, El, Mehdi | Flori, Andrea | Fluharty, Jonathan, T | Foley, Sean, D V | Fong, Kingsley, y L | Foucault, Thierry | Franus, Tatiana | Franzoni, Francesco | Frijns, Bart | Frömmel, Michael | Fu, Servanna, M | Füllbrunn, Sascha, C | Gan, Baoqing | Gao, Ge | Gehrig, Thomas, P | Gemayel, Roland | Gerritsen, Dirk | Gil-Bazo, Javier | Gilder, Dudley | Glosten, Lawrence, R
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CCSD ; Centre d'Économie de la Sorbonne (CES - UMR8174) -
URL des documents de travail : https://centredeconomiesorbonne.cnrs.fr/publications/. Documents de travail du Centre d'Economie de la Sorbonne 2021.33 - ISSN : 1955-611X
Voir aussi ce document de travail sur SSRN: https://ssrn.com/abstract=3981597.
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty: non-standard errors. To study them, we let 164 teams test six hypotheses on the same sample. We find that non-standard errors are sizeable, on par with standard errors. Their size (i) co-varies only weakly with team merits, reproducibility, or peer rating, (ii) declines significantly after peer-feedback, and (iii) is underestimated by participants.
