Statistical inference,model selection and research experience: A multinomial model of data mining |
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| Authors: | Jaime Marquez Janice Shack-Marquez William L Wascher |
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| Institution: | Federal Reserve Board, Washington, DC 20551, USA;Bureau of Labor Statistics, Washington, DC 20212, USA;Federal Reserve Board, Washington, DC 20551, USA |
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| Abstract: | The use of the same body of data to select a model and to estimate its parameters leads to an increase in the probability of committing a Type I error. Using a multinomial model of data mining, we show that as research experience increases, the probability of committing a Type I error decreases. |
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