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“Don’t base your conclusions solely on whether an association or effect was found to be “statistically significant” (i.e., the p-value passed some arbitrary threshold such as p < 0.05).
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Don’t believe that an association or effect exists just because it was statistically significant.
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Don’t believe that an association or effect is absent just because it was not statistically significant.
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Don’t believe that your p-value gives the probability that chance alone produced the observed association or effect or the probability that your test hypothesis is true.
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Don’t conclude anything about scientific or practical importance based on statistical significance (or lack thereof).”
(Wasserstein et al., Moving to a World Beyond “p < 0.05”, American Statistician, 73 (2019), 1-19.
Ou seja, justamente o contrário do que continuo vendo nos seminários e lendo nos papers de Economia.