{"paper":{"title":"From Replications to Revelations: Heteroskedasticity-Robust Inference","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"econ.EM","authors_text":"Sebastian Kranz","submitted_at":"2024-11-22T06:57:39Z","abstract_excerpt":"Analysing the Stata regression commands from 4,420 reproduction packages of leading economic journals, we find that, among the 40,571 regressions specifying heteroskedasticity-robust standard errors, 98.1% adhere to Stata's default HC1 specification. We then compare several heteroskedasticity-robust inference methods with a large-scale Monte Carlo study based on regressions from 155 reproduction packages. Our results show that t-tests based on HC1 or HC2 with default degrees of freedom exhibit substantial over-rejection. Inference methods with customized degrees of freedom, as proposed by Bell"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2411.14763","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2411.14763/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}