The dangers of statistical significance when studying weak effects in big data: From natural experiments to p-hacking
November 1, 2019
When there is a strong signal in a large dataset, many machine-learning algorithms will find it. On the other hand, when the effect is weak and the data is large, there are many ways to discover an effect that is in fact nothing more than noise. Robert Grossman shares best practices so that you will not be accused of p-hacking.