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by parpfish 406 days ago
I was heavily encouraged to do what would later be called “p-hacking”, but it looked different from what they describe here. This article describes p-hacks for people that aren’t into math/stats. I always ended up p hacking because I was into stats methods.

Somebody would say “here’s an old dataset that didn’t work out, I bet you can use one of those new stats methods you’re always reading about to find a cool effect!”, and then the fishing expedition takes off.

A couple weeks later you show off some cool effects that your new cutting edge results were able to extract from an old, useless dataset.

But instead of saying “that’s good pilot data, let’s see if it holds up with a new experiment”, you’re told “you can publish that! Keep this up and maybe you’ll be lucky enough to get a job someday!”

3 comments

The practice you describe is called data dredging though. The thing about it is that you do not know enough experimental design details to make sure it was all on the up, especially worse the older the dataset gets.

Normally when doing that you need a multiple comparison corrections and conservative stats. That won't get you published though, or if you do get published you won't get noticed except by someone running a meta analysis. Perhaps not even then. Usually you end up with negative results from reanalysis, evidence of tampering or small effect sizes.

And this does not that reliably detect dataset manipulation, p hacking on the part of experimenters or accidental violations of the protocol, not even necessarily if the data collection included measures to prevent it.

In short: you cannot 100% trust any dataset you did not make. Not even as part of the team that makes it.

If you "dredge" any data set (even the one you can 100% trust) over and over with random hypotheses until p-value is <0.05, you will eventually (actually, pretty quickly) support some false hypothesis. That's why "data dredging" is also p-hacking.
Yes, as I understand it there is bias inherent in any dataset due to the fact it is a sample. Data dredging is just looking for that bias. You could do that, but then you'd have to confirm with a new experiment.
The bias towards positive hypotheses is a consequence of the lack of fundamental discoveries. Most scientific researchers at this point are publicly funded engineering projects with no expected ROI. This is not a bad thing per se, but the culture of research based around making an impression in some noble's court is no longer viable. The incentives need to be shifted to good research and good methodology and need to be results agnostic.
I got my undergrad in physics and data hacking was discussed at length in every lab class. I don't know if this is a common experience but it was really one of the most beneficial lessons.

In be beginning it always felt obvious what hacking was or wasn't but towards the end it really felt hard to distinguish. I think that was the point. It created a lot of self doubt which led to high levels of scrutiny.

Later I worked as an engineer and saw frequent examples of errors you describe. One time another engineer asked if we could extrapolate data in a certain way, I said no and would likely lead to catastrophic failure. Lead engineer said I was being a perfectionist. Well, the rocket engine exploded during the second test fire, costing the company millions and years of work. The perfectionist label never stopped despite several instances (not to that scale). Any extra time and money to satisfy my "perfectionism" was greatly offset by preventable failures.

Later I went to grad school for CS and it doesn't feel much different. Academia, big tech, small tech, whatever. People think you plug data into algorithms and the result you get is all there is. But honestly, that's where the real work starts.

Algorithms aren't oracles and you need to deeply study them to understand their limits and flaws. If you don't, you get burned. But worse, often the flame is invisible. A lot of time and money is wasted trying to treat those fires and it's frequent for people to believe the only flames that exist are the obvious and highly visible ones.

Any books on experiment design and analysis you'd recommend?
I'm not sure if there's a great universal book. Generally you learn this through the formal education and as parts of textbooks. I mean there are dedicated topics like Bayesian Experimental Design (might have "Optimal" in there) and similar subjects, but I'm not sure that's what you're looking for. One point of contention I've had when in grad school (CS) was about the lack of this training for CS students, especially in data analysis classes and ML. I'm not surprised students end up believing "output = correct".

These are topics you can generally learn on your own (maybe why no consolidated class?). The real key is to ask a bunch of questions about your metrics. Remember: all metrics are guides, as they aren't perfectly aligned with the thing you actually want to measure. You need to understand the divergence to understand when it works and when it doesn't. This can be tricky, but to get into the habit constantly ask yourself "what is assumed". There are always a lot of assumptions. Definitely not something usually not communicated well...

As long as there is transparency about the process, I think this sort of thing is basically fine. It's roughly at the level of observational science rather than experimental science, and it can help lead to new research to validate the effect discovered.

Where this gets dangerous is when it is taken at face value, either in scientific circles, or, more common, journalistic circles.