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Nonstandard Errors
Journal of Finance ( IF 7.6 ) Pub Date : 2024-04-17 , DOI: 10.1111/jofi.13337 ALBERT J. MENKVELD , ANNA DREBER , FELIX HOLZMEISTER , JUERGEN HUBER , MAGNUS JOHANNESSON , MICHAEL KIRCHLER , SEBASTIAN NEUSÜß , MICHAEL RAZEN , UTZ WEITZEL , DAVID ABAD‐DÍAZ , MENACHEM (MENI) ABUDY , TOBIAS ADRIAN , YACINE AIT‐SAHALIA , OLIVIER AKMANSOY , JAMIE T. ALCOCK , VITALI ALEXEEV , ARASH ALOOSH , LIVIA AMATO , DIEGO AMAYA , JAMES J. ANGEL , ALEJANDRO T. AVETIKIAN , AMADEUS BACH , EDWIN BAIDOO , GAETAN BAKALLI , LI BAO , ANDREA BARBON , OKSANA BASHCHENKO , PARAMPREET C. BINDRA , GEIR H. BJØNNES , JEFFREY R. BLACK , BERNARD S. BLACK , DIMITAR BOGOEV , SANTIAGO BOHORQUEZ CORREA , OLEG BONDARENKO , CHARLES S. BOS , CIRIL BOSCH‐ROSA , ELIE BOURI , CHRISTIAN BROWNLEES , ANNA CALAMIA , VIET NGA CAO , GUNTHER CAPELLE‐BLANCARD , LAURA M. CAPERA ROMERO , MASSIMILIANO CAPORIN , ALLEN CARRION , TOLGA CASKURLU , BIDISHA CHAKRABARTY , JIAN CHEN , MIKHAIL CHERNOV , WILLIAM CHEUNG , LUDWIG B. CHINCARINI , TARUN CHORDIA , SHEUNG‐CHI CHOW , BENJAMIN CLAPHAM , JEAN‐EDOUARD COLLIARD , CAROLE COMERTON‐FORDE , EDWARD CURRAN , THONG DAO , WALE DARE , RYAN J. DAVIES , RICCARDO DE BLASIS , GIANLUCA F. DE NARD , FANY DECLERCK , OLEG DEEV , HANS DEGRYSE , SOLOMON Y. DEKU , CHRISTOPHE DESAGRE , MATHIJS A. VAN DIJK , CHUKWUMA DIM , THOMAS DIMPFL , YUN JIANG DONG , PHILIP A. DRUMMOND , TOM DUDDA , TEODOR DUEVSKI , ARIADNA DUMITRESCU , TEODOR DYAKOV , ANNE HAUBO DYHRBERG , MICHAŁ DZIELIŃSKI , ASLI EKSI , IZIDIN EL KALAK , SASKIA TER ELLEN , NICOLAS EUGSTER , MARTIN D. D. EVANS , MICHAEL FARRELL , ESTER FELEZ‐VINAS , GERARDO FERRARA , EL MEHDI FERROUHI , ANDREA FLORI , JONATHAN T. FLUHARTY‐JAIDEE , SEAN D. V. FOLEY , KINGSLEY Y. L. FONG , THIERRY FOUCAULT , TATIANA FRANUS , FRANCESCO FRANZONI , BART FRIJNS , MICHAEL FRÖMMEL , SERVANNA M. FU , SASCHA C. FÜLLBRUNN , BAOQING GAN , GE GAO , THOMAS P. GEHRIG , ROLAND GEMAYEL , DIRK GERRITSEN , JAVIER GIL‐BAZO , DUDLEY GILDER , LAWRENCE R. GLOSTEN , THOMAS GOMEZ , ARSENY GORBENKO , JOACHIM GRAMMIG , VINCENT GRÉGOIRE , UFUK GÜÇBILMEZ , BJÖRN HAGSTRÖMER , JULIEN HAMBUCKERS , ERIK HAPNES , JEFFREY H. HARRIS , LAWRENCE HARRIS , SIMON HARTMANN , JEAN‐BAPTISTE HASSE , NIKOLAUS HAUTSCH , XUE‐ZHONG (TONY) HE , DAVIDSON HEATH , SIMON HEDIGER , TERRENCE HENDERSHOTT , ANN MARIE HIBBERT , ERIK HJALMARSSON , SETH A. HOELSCHER , PETER HOFFMANN , CRAIG W. HOLDEN , ALEX R. HORENSTEIN , WENQIAN HUANG , DA HUANG , CHRISTOPHE HURLIN , KONRAD ILCZUK , ALEXEY IVASHCHENKO , SUBRAMANIAN R. IYER , HOSSEIN JAHANSHAHLOO , NAJI JALKH , CHARLES M. JONES , SIMON JURKATIS , PETRI JYLHÄ , ANDREAS T. KAECK , GABRIEL KAISER , ARZÉ KARAM , EGLE KARMAZIENE , BERNHARD KASSNER , MARKKU KAUSTIA , EKATERINA KAZAK , FEARGHAL KEARNEY , VINCENT VAN KERVEL , SAAD A. KHAN , MARTA K. KHOMYN , TONY KLEIN , OLGA KLEIN , ALEXANDER KLOS , MICHAEL KOETTER , ALEKSEY KOLOKOLOV , ROBERT A. KORAJCZYK , ROMAN KOZHAN , JAN P. KRAHNEN , PAUL KUHLE , AMY KWAN , QUENTIN LAJAUNIE , F. Y. ERIC C. LAM , MARIE LAMBERT , HUGUES LANGLOIS , JENS LAUSEN , TOBIAS LAUTER , MARKUS LEIPPOLD , VLADIMIR LEVIN , YIJIE LI , HUI LI , CHEE YOONG LIEW , THOMAS LINDNER , OLIVER LINTON , JIACHENG LIU , ANQI LIU , GUILLERMO LLORENTE , MATTHIJS LOF , ARIEL LOHR , FRANCIS LONGSTAFF , ALEJANDRO LOPEZ‐LIRA , SHAWN MANKAD , NICOLA MANO , ALEXIS MARCHAL , CHARLES MARTINEAU , FRANCESCO MAZZOLA , DEBRAH MELOSO , MICHAEL G. MI , ROXANA MIHET , VIJAY MOHAN , SOPHIE MOINAS , DAVID MOORE , LIANGYI MU , DMITRIY MURAVYEV , DERMOT MURPHY , GABOR NESZVEDA , CHRISTIAN NEUMEIER , ULF NIELSSON , MAHENDRARAJAH NIMALENDRAN , SVEN NOLTE , LARS L. NORDEN , PETER O'NEILL , KHALED OBAID , BERNT A. ØDEGAARD , PER ÖSTBERG , EMILIANO PAGNOTTA , MARCUS PAINTER , STEFAN PALAN , IMON J. PALIT , ANDREAS PARK , ROBERTO PASCUAL , PAOLO PASQUARIELLO , LUBOS PASTOR , VINAY PATEL , ANDREW J. PATTON , NEIL D. PEARSON , LORIANA PELIZZON , MICHELE PELLI , MATTHIAS PELSTER , CHRISTOPHE PÉRIGNON , CAMERON PFIFFER , RICHARD PHILIP , TOMÁŠ PLÍHAL , PUNEET PRAKASH , OLIVER‐ALEXANDER PRESS , TINA PRODROMOU , MARCEL PROKOPCZUK , TALIS PUTNINS , YA QIAN , GAURAV RAIZADA , DAVID RAKOWSKI , ANGELO RANALDO , LUCA REGIS , STEFAN REITZ , THOMAS RENAULT , REX W. RENJIE , ROBERTO RENO , STEVEN J. RIDDIOUGH , KALLE RINNE , PAUL RINTAMÄKI , RYAN RIORDAN , THOMAS RITTMANNSBERGER , IÑAKI RODRÍGUEZ LONGARELA , DOMINIK ROESCH , LAVINIA ROGNONE , BRIAN ROSEMAN , IOANID ROŞU , SAURABH ROY , NICOLAS RUDOLF , STEPHEN R. RUSH , KHALADDIN RZAYEV , ALEKSANDRA A. RZEŹNIK , ANTHONY SANFORD , HARIKUMAR SANKARAN , ASANI SARKAR , LUCIO SARNO , OLIVIER SCAILLET , STEFAN SCHARNOWSKI , KLAUS R. SCHENK‐HOPPÉ , ANDREA SCHERTLER , MICHAEL SCHNEIDER , FLORIAN SCHROEDER , NORMAN SCHÜRHOFF , PHILIPP SCHUSTER , MARCO A. SCHWARZ , MARK S. SEASHOLES , NORMAN J. SEEGER , OR SHACHAR , ANDRIY SHKILKO , JESSICA SHUI , MARIO SIKIC , GIORGIA SIMION , LEE A. SMALES , PAUL SÖDERLIND , ELVIRA SOJLI , KONSTANTIN SOKOLOV , JANTJE SÖNKSEN , LAIMA SPOKEVICIUTE , DENITSA STEFANOVA , MARTI G. SUBRAHMANYAM , BARNABAS SZASZI , OLEKSANDR TALAVERA , YUEHUA TANG , NICK TAYLOR , WING WAH THAM , ERIK THEISSEN , JULIAN THIMME , IAN TONKS , HAI TRAN , LUCA TRAPIN , ANDERS B. TROLLE , M. ANDREEA VADUVA , GIORGIO VALENTE , ROBERT A. VAN NESS , AURELIO VASQUEZ , THANOS VEROUSIS , PATRICK VERWIJMEREN , ANDERS VILHELMSSON , GRIGORY VILKOV , VLADIMIR VLADIMIROV , SEBASTIAN VOGEL , STEFAN VOIGT , WOLF WAGNER , THOMAS WALTHER , PATRICK WEISS , MICHEL VAN DER WEL , INGRID M. WERNER , P. JOAKIM WESTERHOLM , CHRISTIAN WESTHEIDE , HANS C. WIKA , EVERT WIPPLINGER , MICHAEL WOLF , CHRISTIAN C. P. WOLFF , LEONARD WOLK , WING‐KEUNG WONG , JAN WRAMPELMEYER , ZHEN‐XING WU , SHUO XIA , DACHENG XIU , KE XU , CAIHONG XU , PRADEEP K. YADAV , JOSÉ YAGÜE , CHENG YAN , ANTTI YANG , WOONGSUN YOO , WENJIA YU , YIHE YU , SHIHAO YU , BART Z. YUESHEN , DARYA YUFEROVA , MARCIN ZAMOJSKI , ABALFAZL ZAREEI , STEFAN M. ZEISBERGER , LU ZHANG , S. SARAH ZHANG , XIAOYU ZHANG , LU ZHAO , ZHUO ZHONG , Z. IVY ZHOU , CHEN ZHOU , XINGYU S. ZHU , MARIUS ZOICAN , REMCO ZWINKELS
Journal of Finance ( IF 7.6 ) Pub Date : 2024-04-17 , DOI: 10.1111/jofi.13337 ALBERT J. MENKVELD , ANNA DREBER , FELIX HOLZMEISTER , JUERGEN HUBER , MAGNUS JOHANNESSON , MICHAEL KIRCHLER , SEBASTIAN NEUSÜß , MICHAEL RAZEN , UTZ WEITZEL , DAVID ABAD‐DÍAZ , MENACHEM (MENI) ABUDY , TOBIAS ADRIAN , YACINE AIT‐SAHALIA , OLIVIER AKMANSOY , JAMIE T. ALCOCK , VITALI ALEXEEV , ARASH ALOOSH , LIVIA AMATO , DIEGO AMAYA , JAMES J. ANGEL , ALEJANDRO T. AVETIKIAN , AMADEUS BACH , EDWIN BAIDOO , GAETAN BAKALLI , LI BAO , ANDREA BARBON , OKSANA BASHCHENKO , PARAMPREET C. BINDRA , GEIR H. BJØNNES , JEFFREY R. BLACK , BERNARD S. BLACK , DIMITAR BOGOEV , SANTIAGO BOHORQUEZ CORREA , OLEG BONDARENKO , CHARLES S. BOS , CIRIL BOSCH‐ROSA , ELIE BOURI , CHRISTIAN BROWNLEES , ANNA CALAMIA , VIET NGA CAO , GUNTHER CAPELLE‐BLANCARD , LAURA M. CAPERA ROMERO , MASSIMILIANO CAPORIN , ALLEN CARRION , TOLGA CASKURLU , BIDISHA CHAKRABARTY , JIAN CHEN , MIKHAIL CHERNOV , WILLIAM CHEUNG , LUDWIG B. CHINCARINI , TARUN CHORDIA , SHEUNG‐CHI CHOW , BENJAMIN CLAPHAM , JEAN‐EDOUARD COLLIARD , CAROLE COMERTON‐FORDE , EDWARD CURRAN , THONG DAO , WALE DARE , RYAN J. DAVIES , RICCARDO DE BLASIS , GIANLUCA F. DE NARD , FANY DECLERCK , OLEG DEEV , HANS DEGRYSE , SOLOMON Y. DEKU , CHRISTOPHE DESAGRE , MATHIJS A. VAN DIJK , CHUKWUMA DIM , THOMAS DIMPFL , YUN JIANG DONG , PHILIP A. DRUMMOND , TOM DUDDA , TEODOR DUEVSKI , ARIADNA DUMITRESCU , TEODOR DYAKOV , ANNE HAUBO DYHRBERG , MICHAŁ DZIELIŃSKI , ASLI EKSI , IZIDIN EL KALAK , SASKIA TER ELLEN , NICOLAS EUGSTER , MARTIN D. D. EVANS , MICHAEL FARRELL , ESTER FELEZ‐VINAS , GERARDO FERRARA , EL MEHDI FERROUHI , ANDREA FLORI , JONATHAN T. FLUHARTY‐JAIDEE , SEAN D. V. FOLEY , KINGSLEY Y. L. FONG , THIERRY FOUCAULT , TATIANA FRANUS , FRANCESCO FRANZONI , BART FRIJNS , MICHAEL FRÖMMEL , SERVANNA M. FU , SASCHA C. FÜLLBRUNN , BAOQING GAN , GE GAO , THOMAS P. GEHRIG , ROLAND GEMAYEL , DIRK GERRITSEN , JAVIER GIL‐BAZO , DUDLEY GILDER , LAWRENCE R. GLOSTEN , THOMAS GOMEZ , ARSENY GORBENKO , JOACHIM GRAMMIG , VINCENT GRÉGOIRE , UFUK GÜÇBILMEZ , BJÖRN HAGSTRÖMER , JULIEN HAMBUCKERS , ERIK HAPNES , JEFFREY H. HARRIS , LAWRENCE HARRIS , SIMON HARTMANN , JEAN‐BAPTISTE HASSE , NIKOLAUS HAUTSCH , XUE‐ZHONG (TONY) HE , DAVIDSON HEATH , SIMON HEDIGER , TERRENCE HENDERSHOTT , ANN MARIE HIBBERT , ERIK HJALMARSSON , SETH A. HOELSCHER , PETER HOFFMANN , CRAIG W. HOLDEN , ALEX R. HORENSTEIN , WENQIAN HUANG , DA HUANG , CHRISTOPHE HURLIN , KONRAD ILCZUK , ALEXEY IVASHCHENKO , SUBRAMANIAN R. IYER , HOSSEIN JAHANSHAHLOO , NAJI JALKH , CHARLES M. JONES , SIMON JURKATIS , PETRI JYLHÄ , ANDREAS T. KAECK , GABRIEL KAISER , ARZÉ KARAM , EGLE KARMAZIENE , BERNHARD KASSNER , MARKKU KAUSTIA , EKATERINA KAZAK , FEARGHAL KEARNEY , VINCENT VAN KERVEL , SAAD A. KHAN , MARTA K. KHOMYN , TONY KLEIN , OLGA KLEIN , ALEXANDER KLOS , MICHAEL KOETTER , ALEKSEY KOLOKOLOV , ROBERT A. KORAJCZYK , ROMAN KOZHAN , JAN P. KRAHNEN , PAUL KUHLE , AMY KWAN , QUENTIN LAJAUNIE , F. Y. ERIC C. LAM , MARIE LAMBERT , HUGUES LANGLOIS , JENS LAUSEN , TOBIAS LAUTER , MARKUS LEIPPOLD , VLADIMIR LEVIN , YIJIE LI , HUI LI , CHEE YOONG LIEW , THOMAS LINDNER , OLIVER LINTON , JIACHENG LIU , ANQI LIU , GUILLERMO LLORENTE , MATTHIJS LOF , ARIEL LOHR , FRANCIS LONGSTAFF , ALEJANDRO LOPEZ‐LIRA , SHAWN MANKAD , NICOLA MANO , ALEXIS MARCHAL , CHARLES MARTINEAU , FRANCESCO MAZZOLA , DEBRAH MELOSO , MICHAEL G. MI , ROXANA MIHET , VIJAY MOHAN , SOPHIE MOINAS , DAVID MOORE , LIANGYI MU , DMITRIY MURAVYEV , DERMOT MURPHY , GABOR NESZVEDA , CHRISTIAN NEUMEIER , ULF NIELSSON , MAHENDRARAJAH NIMALENDRAN , SVEN NOLTE , LARS L. NORDEN , PETER O'NEILL , KHALED OBAID , BERNT A. ØDEGAARD , PER ÖSTBERG , EMILIANO PAGNOTTA , MARCUS PAINTER , STEFAN PALAN , IMON J. PALIT , ANDREAS PARK , ROBERTO PASCUAL , PAOLO PASQUARIELLO , LUBOS PASTOR , VINAY PATEL , ANDREW J. PATTON , NEIL D. PEARSON , LORIANA PELIZZON , MICHELE PELLI , MATTHIAS PELSTER , CHRISTOPHE PÉRIGNON , CAMERON PFIFFER , RICHARD PHILIP , TOMÁŠ PLÍHAL , PUNEET PRAKASH , OLIVER‐ALEXANDER PRESS , TINA PRODROMOU , MARCEL PROKOPCZUK , TALIS PUTNINS , YA QIAN , GAURAV RAIZADA , DAVID RAKOWSKI , ANGELO RANALDO , LUCA REGIS , STEFAN REITZ , THOMAS RENAULT , REX W. RENJIE , ROBERTO RENO , STEVEN J. RIDDIOUGH , KALLE RINNE , PAUL RINTAMÄKI , RYAN RIORDAN , THOMAS RITTMANNSBERGER , IÑAKI RODRÍGUEZ LONGARELA , DOMINIK ROESCH , LAVINIA ROGNONE , BRIAN ROSEMAN , IOANID ROŞU , SAURABH ROY , NICOLAS RUDOLF , STEPHEN R. RUSH , KHALADDIN RZAYEV , ALEKSANDRA A. RZEŹNIK , ANTHONY SANFORD , HARIKUMAR SANKARAN , ASANI SARKAR , LUCIO SARNO , OLIVIER SCAILLET , STEFAN SCHARNOWSKI , KLAUS R. SCHENK‐HOPPÉ , ANDREA SCHERTLER , MICHAEL SCHNEIDER , FLORIAN SCHROEDER , NORMAN SCHÜRHOFF , PHILIPP SCHUSTER , MARCO A. SCHWARZ , MARK S. SEASHOLES , NORMAN J. SEEGER , OR SHACHAR , ANDRIY SHKILKO , JESSICA SHUI , MARIO SIKIC , GIORGIA SIMION , LEE A. SMALES , PAUL SÖDERLIND , ELVIRA SOJLI , KONSTANTIN SOKOLOV , JANTJE SÖNKSEN , LAIMA SPOKEVICIUTE , DENITSA STEFANOVA , MARTI G. SUBRAHMANYAM , BARNABAS SZASZI , OLEKSANDR TALAVERA , YUEHUA TANG , NICK TAYLOR , WING WAH THAM , ERIK THEISSEN , JULIAN THIMME , IAN TONKS , HAI TRAN , LUCA TRAPIN , ANDERS B. TROLLE , M. ANDREEA VADUVA , GIORGIO VALENTE , ROBERT A. VAN NESS , AURELIO VASQUEZ , THANOS VEROUSIS , PATRICK VERWIJMEREN , ANDERS VILHELMSSON , GRIGORY VILKOV , VLADIMIR VLADIMIROV , SEBASTIAN VOGEL , STEFAN VOIGT , WOLF WAGNER , THOMAS WALTHER , PATRICK WEISS , MICHEL VAN DER WEL , INGRID M. WERNER , P. JOAKIM WESTERHOLM , CHRISTIAN WESTHEIDE , HANS C. WIKA , EVERT WIPPLINGER , MICHAEL WOLF , CHRISTIAN C. P. WOLFF , LEONARD WOLK , WING‐KEUNG WONG , JAN WRAMPELMEYER , ZHEN‐XING WU , SHUO XIA , DACHENG XIU , KE XU , CAIHONG XU , PRADEEP K. YADAV , JOSÉ YAGÜE , CHENG YAN , ANTTI YANG , WOONGSUN YOO , WENJIA YU , YIHE YU , SHIHAO YU , BART Z. YUESHEN , DARYA YUFEROVA , MARCIN ZAMOJSKI , ABALFAZL ZAREEI , STEFAN M. ZEISBERGER , LU ZHANG , S. SARAH ZHANG , XIAOYU ZHANG , LU ZHAO , ZHUO ZHONG , Z. IVY ZHOU , CHEN ZHOU , XINGYU S. ZHU , MARIUS ZOICAN , REMCO ZWINKELS
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
中文翻译：
非标准错误
在统计学中，样本是在数据生成过程 (DGP) 中从总体中抽取的。标准误差衡量总体参数估计的不确定性。在科学中，通过证据生成过程（EGP）生成证据来检验假设。我们声称，研究人员之间的 EGP 差异增加了不确定性——非标准误差 (NSE)。我们通过让 164 个团队使用相同的数据测试相同的假设来研究 NSE。事实证明，NSE 规模相当大，但规模较小，适合可重复性更高或评价更高的研究。添加同行评审阶段可以减少 NSE。我们进一步发现参与者低估了这种类型的不确定性。
更新日期：2024-04-17
中文翻译：
非标准错误
在统计学中，样本是在数据生成过程 (DGP) 中从总体中抽取的。标准误差衡量总体参数估计的不确定性。在科学中，通过证据生成过程（EGP）生成证据来检验假设。我们声称，研究人员之间的 EGP 差异增加了不确定性——非标准误差 (NSE)。我们通过让 164 个团队使用相同的数据测试相同的假设来研究 NSE。事实证明，NSE 规模相当大，但规模较小，适合可重复性更高或评价更高的研究。添加同行评审阶段可以减少 NSE。我们进一步发现参与者低估了这种类型的不确定性。
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