After a natural experiment is first used, other researchers often reuse the setting, examining different outcome variables. We use simulations based on real data to illustrate the multiple hypothesis testing problem that arises when researchers reuse natural experiments. We then provide guidance for future inference based on popular empirical settings including difference-in-differences, instrumental variables, and regression discontinuity designs. When we apply our guidance to two extensively studied natural experiments, business combination laws and the Regulation SHO pilot, we find that many results that were statistically significant using single hypothesis testing do not survive corrections for multiple hypothesis testing.

中文翻译：

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重用自然实验

首次使用自然实验后，其他研究人员经常重复使用该设置，检查不同的结果变量。我们使用基于真实数据的模拟来说明研究人员重复使用自然实验时出现的多重假设检验问题。然后，我们根据流行的经验设置（包括双重差异、工具变量和回归不连续性设计）为未来的推理提供指导。当我们将指导应用于两个广泛研究的自然实验、企业合并法和监管 SHO 试点时，我们发现使用单一假设检验具有统计显着性的许多结果无法在多重假设检验的修正中幸存下来。