Screening p-Hackers: Dissemination Noise as Bait

Abstract

We show that adding noise to data before making data public is effective at screening p-hacked findings: spurious explanations of the outcome variable produced by attempting multiple econometric specifications. Noise creates "baits'' that affect two types of researchers differently. Uninformed p-hackers who engage in data mining with no prior information about the true causal mechanism often fall for baits and report verifiably wrong results when evaluated with the original data. But informed researchers who start with an ex-ante hypothesis about the causal mechanism before seeing any data are minimally affected by noise. We characterize the optimal level of dissemination noise and highlight the relevant trade-offs in a simple theoretical model. Dissemination noise is a tool that statistical agencies (e.g., the US Census Bureau) currently use to protect privacy, and we show this existing practice can be repurposed to improve research credibility.