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Using a public data set of Major League Baseball salaries and on-field statistics, this paper runs regressions for all possible combinations of the selected control variables to generate statistically significant but spurious results, a practice known as "p-hacking."This overt, deliberate, and systematic p-hacking leads to many counterintuitive results that can help students think carefully about variable selection, causality, and parsimony.In addition, this paper provides an R script that students can easily modify to fit data sets of their choosing.
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James Herndon (2023) studied this question.
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