But look at it from the researcher’s perspective. Imagine that you have just spent months collecting a massive data set. You test your main hypothesis and end up with results that are promising—but nonsignificant. You know you won’t be able to publish your work in a good journal this way, and you may not be able to publish at all. But surely the hypothesis is true, you think—maybe you just don’t have quite enough data. So you keep collecting data until your p-value drops below 0.05, and then stop right away lest it drift back above that threshold. Or maybe you try a few other statistical
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