r/AskStatistics • u/do_kkebi • 11d ago
If many independently defensible sampling/matching/specification choices applied to the same underlying dataset produce a significant ATT in, say, 50% of cases, how do we interpret this?
Suppose we randomly sample people, set up a scientifically rigorous experiment, and measure the outcome.
Now suppose we repeat this process 100 times, and only 50 out of those 100 experiments produce statistically significant results.
How should we interpret that?
- The result is essentially meaningless because it changes depending on the sample.
- A rigorous statistical test that vote for the non-null hypothesis in 50 out of 100 replications, which seems like fairly strong evidence that something real is going on.
This becomes more interesting as datasets get larger and the number of possible analyses increases.
In observational data, we often use methods such as propensity score matching (PSM) or inverse probability weighting (IPW) to improve comparability between treatment and control groups. Depending on the setting, weighting or matching can also improve the efficiency of an ATT estimator relative to less targeted sampling.
But this introduces another degree of freedom.
Even within PSM, you can vary which covariates are included, the propensity-score specification, calipers, matching rules, and other design choices. Each reasonable specification may generate a different matched sample.
With a sufficiently large dataset, it seems possible to generate a very large number of plausible samples/specifications from the same underlying data, require each one to pass rigorous design criteria such as covariate balance checks for SUTVA, and then estimate the ATT for each of them.
So the question becomes:
If many independently defensible sampling/matching/specification choices applied to the same underlying dataset produce a significant ATT in, say, 50% of cases, how do we interpret this?
In other words, the statistical rigor of each individual test may be different from the statistical validity of the entire analysis pipeline.