Non-Standard Errors

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Auteurs

Discipline

Economies et finances

Type de document

Autres

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Langue

Anglais

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ISIDORE Id: 10670/1.ce8f12...
halshs: halshs-03500882

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HAL SHS (Sciences de l’Homme et de la Société)

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Archives ouvertes

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Centre pour la communication scientifique directe

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info:eu-repo/semantics/OpenAccess

Mots-clés En Und

non-standard errors multi-analyst approach liquidity non-standard errors

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Albert Menkveld et al., « Non-Standard Errors », HAL SHS (Sciences de l’Homme et de la Société), ID : 10670/1.ce8f12...

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Résumé En

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.

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