@pikaa-ai/pikaa 0.3.1 → 0.3.4

package/skills/statsmodels/references/stats_diagnostics.md

@@ -1,859 +0,0 @@
-# Statistical Tests and Diagnostics Reference
-
-This document provides comprehensive guidance on statistical tests, diagnostics, and tools available in statsmodels.
-
-## Overview
-
-Statsmodels provides extensive statistical testing capabilities:
-- Residual diagnostics and specification tests
-- Hypothesis testing (parametric and non-parametric)
-- Goodness-of-fit tests
-- Multiple comparisons and post-hoc tests
-- Power and sample size calculations
-- Robust covariance matrices
-- Influence and outlier detection
-
-## Residual Diagnostics
-
-### Autocorrelation Tests
-
-**Ljung-Box Test**: Tests for autocorrelation in residuals
-
-```python
-from statsmodels.stats.diagnostic import acorr_ljungbox
-
-# Test residuals for autocorrelation
-lb_test = acorr_ljungbox(residuals, lags=10, return_df=True)
-print(lb_test)
-
-# H0: No autocorrelation up to lag k
-# If p-value < 0.05, reject H0 (autocorrelation present)
-```
-
-**Durbin-Watson Test**: Tests for first-order autocorrelation
-
-```python
-from statsmodels.stats.stattools import durbin_watson
-
-dw_stat = durbin_watson(residuals)
-print(f"Durbin-Watson: {dw_stat:.4f}")
-
-# DW ≈ 2: no autocorrelation
-# DW < 2: positive autocorrelation
-# DW > 2: negative autocorrelation
-# Exact critical values depend on n and k
-```
-
-**Breusch-Godfrey Test**: More general test for autocorrelation
-
-```python
-from statsmodels.stats.diagnostic import acorr_breusch_godfrey
-
-bg_test = acorr_breusch_godfrey(results, nlags=5)
-lm_stat, lm_pval, f_stat, f_pval = bg_test
-
-print(f"LM statistic: {lm_stat:.4f}, p-value: {lm_pval:.4f}")
-# H0: No autocorrelation up to lag k
-```
-
-### Heteroskedasticity Tests
-
-**Breusch-Pagan Test**: Tests for heteroskedasticity
-
-```python
-from statsmodels.stats.diagnostic import het_breuschpagan
-
-bp_test = het_breuschpagan(residuals, exog)
-lm_stat, lm_pval, f_stat, f_pval = bp_test
-
-print(f"Breusch-Pagan test p-value: {lm_pval:.4f}")
-# H0: Homoskedasticity (constant variance)
-# If p-value < 0.05, reject H0 (heteroskedasticity present)
-```
-
-**White Test**: More general test for heteroskedasticity
-
-```python
-from statsmodels.stats.diagnostic import het_white
-
-white_test = het_white(residuals, exog)
-lm_stat, lm_pval, f_stat, f_pval = white_test
-
-print(f"White test p-value: {lm_pval:.4f}")
-# H0: Homoskedasticity
-```
-
-**ARCH Test**: Tests for autoregressive conditional heteroskedasticity
-
-```python
-from statsmodels.stats.diagnostic import het_arch
-
-arch_test = het_arch(residuals, nlags=5)
-lm_stat, lm_pval, f_stat, f_pval = arch_test
-
-print(f"ARCH test p-value: {lm_pval:.4f}")
-# H0: No ARCH effects
-# If significant, consider GARCH model
-```
-
-### Normality Tests
-
-**Jarque-Bera Test**: Tests for normality using skewness and kurtosis
-
-```python
-from statsmodels.stats.stattools import jarque_bera
-
-jb_stat, jb_pval, skew, kurtosis = jarque_bera(residuals)
-
-print(f"Jarque-Bera statistic: {jb_stat:.4f}")
-print(f"p-value: {jb_pval:.4f}")
-print(f"Skewness: {skew:.4f}")
-print(f"Kurtosis: {kurtosis:.4f}")
-
-# H0: Residuals are normally distributed
-# Normal: skewness ≈ 0, kurtosis ≈ 3
-```
-
-**Omnibus Test**: Another normality test (also based on skewness/kurtosis)
-
-```python
-from statsmodels.stats.stattools import omni_normtest
-
-omni_stat, omni_pval = omni_normtest(residuals)
-print(f"Omnibus test p-value: {omni_pval:.4f}")
-# H0: Normality
-```
-
-**Anderson-Darling Test**: Distribution fit test
-
-```python
-from statsmodels.stats.diagnostic import normal_ad
-
-ad_stat, ad_pval = normal_ad(residuals)
-print(f"Anderson-Darling test p-value: {ad_pval:.4f}")
-```
-
-**Lilliefors Test**: Modified Kolmogorov-Smirnov test
-
-```python
-from statsmodels.stats.diagnostic import lilliefors
-
-lf_stat, lf_pval = lilliefors(residuals, dist='norm')
-print(f"Lilliefors test p-value: {lf_pval:.4f}")
-```
-
-### Linearity and Specification Tests
-
-**Ramsey RESET Test**: Tests for functional form misspecification
-
-```python
-from statsmodels.stats.diagnostic import linear_reset
-
-reset_test = linear_reset(results, power=2)
-f_stat, f_pval = reset_test
-
-print(f"RESET test p-value: {f_pval:.4f}")
-# H0: Model is correctly specified (linear)
-# If rejected, may need polynomial terms or transformations
-```
-
-**Harvey-Collier Test**: Tests for linearity
-
-```python
-from statsmodels.stats.diagnostic import linear_harvey_collier
-
-hc_stat, hc_pval = linear_harvey_collier(results)
-print(f"Harvey-Collier test p-value: {hc_pval:.4f}")
-# H0: Linear specification is correct
-```
-
-## Multicollinearity Detection
-
-**Variance Inflation Factor (VIF)**:
-
-```python
-from statsmodels.stats.outliers_influence import variance_inflation_factor
-import pandas as pd
-
-# Calculate VIF for each variable
-vif_data = pd.DataFrame()
-vif_data["Variable"] = X.columns
-vif_data["VIF"] = [variance_inflation_factor(X.values, i)
-                   for i in range(X.shape[1])]
-
-print(vif_data.sort_values('VIF', ascending=False))
-
-# Interpretation:
-# VIF = 1: No correlation with other predictors
-# VIF > 5: Moderate multicollinearity
-# VIF > 10: Serious multicollinearity problem
-# VIF > 20: Severe multicollinearity (consider removing variable)
-```
-
-**Condition Number**: From regression results
-
-```python
-print(f"Condition number: {results.condition_number:.2f}")
-
-# Interpretation:
-# < 10: No multicollinearity concern
-# 10-30: Moderate multicollinearity
-# > 30: Strong multicollinearity
-# > 100: Severe multicollinearity
-```
-
-## Influence and Outlier Detection
-
-### Leverage
-
-High leverage points have extreme predictor values.
-
-```python
-from statsmodels.stats.outliers_influence import OLSInfluence
-
-influence = results.get_influence()
-
-# Hat values (leverage)
-leverage = influence.hat_matrix_diag
-
-# Rule of thumb: leverage > 2*p/n or 3*p/n is high
-# p = number of parameters, n = sample size
-threshold = 2 * len(results.params) / len(y)
-high_leverage = np.where(leverage > threshold)[0]
-
-print(f"High leverage observations: {high_leverage}")
-```
-
-### Cook's Distance
-
-Measures overall influence of each observation.
-
-```python
-# Cook's distance
-cooks_d = influence.cooks_distance[0]
-
-# Rule of thumb: Cook's D > 4/n is influential
-threshold = 4 / len(y)
-influential = np.where(cooks_d > threshold)[0]
-
-print(f"Influential observations (Cook's D): {influential}")
-
-# Plot
-import matplotlib.pyplot as plt
-plt.stem(range(len(cooks_d)), cooks_d)
-plt.axhline(y=threshold, color='r', linestyle='--', label=f'Threshold (4/n)')
-plt.xlabel('Observation')
-plt.ylabel("Cook's Distance")
-plt.legend()
-plt.show()
-```
-
-### DFFITS
-
-Measures influence on fitted value.
-
-```python
-# DFFITS
-dffits = influence.dffits[0]
-
-# Rule of thumb: |DFFITS| > 2*sqrt(p/n) is influential
-p = len(results.params)
-n = len(y)
-threshold = 2 * np.sqrt(p / n)
-
-influential_dffits = np.where(np.abs(dffits) > threshold)[0]
-print(f"Influential observations (DFFITS): {influential_dffits}")
-```
-
-### DFBETAs
-
-Measures influence on each coefficient.
-
-```python
-# DFBETAs (one for each parameter)
-dfbetas = influence.dfbetas
-
-# Rule of thumb: |DFBETA| > 2/sqrt(n)
-threshold = 2 / np.sqrt(n)
-
-for i, param_name in enumerate(results.params.index):
-    influential = np.where(np.abs(dfbetas[:, i]) > threshold)[0]
-    if len(influential) > 0:
-        print(f"Influential for {param_name}: {influential}")
-```
-
-### Influence Plot
-
-```python
-from statsmodels.graphics.regressionplots import influence_plot
-
-fig, ax = plt.subplots(figsize=(12, 8))
-influence_plot(results, ax=ax, criterion='cooks')
-plt.show()
-
-# Combines leverage, residuals, and Cook's distance
-# Large bubbles = high Cook's distance
-# Far from x=0 = high leverage
-# Far from y=0 = large residual
-```
-
-### Studentized Residuals
-
-```python
-# Studentized residuals (outliers)
-student_resid = influence.resid_studentized_internal
-
-# External studentized residuals (more conservative)
-student_resid_external = influence.resid_studentized_external
-
-# Outliers: |studentized residual| > 3 (or > 2.5)
-outliers = np.where(np.abs(student_resid_external) > 3)[0]
-print(f"Outliers: {outliers}")
-```
-
-## Hypothesis Testing
-
-### t-tests
-
-**One-sample t-test**: Test if mean equals specific value
-
-```python
-from scipy import stats
-
-# H0: population mean = mu_0
-t_stat, p_value = stats.ttest_1samp(data, popmean=mu_0)
-
-print(f"t-statistic: {t_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Two-sample t-test**: Compare means of two groups
-
-```python
-# H0: mean1 = mean2 (equal variances)
-t_stat, p_value = stats.ttest_ind(group1, group2)
-
-# Welch's t-test (unequal variances)
-t_stat, p_value = stats.ttest_ind(group1, group2, equal_var=False)
-
-print(f"t-statistic: {t_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Paired t-test**: Compare paired observations
-
-```python
-# H0: mean difference = 0
-t_stat, p_value = stats.ttest_rel(before, after)
-
-print(f"t-statistic: {t_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-### Proportion Tests
-
-**One-proportion test**:
-
-```python
-from statsmodels.stats.proportion import proportions_ztest
-
-# H0: proportion = p0
-count = 45  # successes
-nobs = 100  # total observations
-p0 = 0.5    # hypothesized proportion
-
-z_stat, p_value = proportions_ztest(count, nobs, value=p0)
-
-print(f"z-statistic: {z_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Two-proportion test**:
-
-```python
-# H0: proportion1 = proportion2
-counts = [45, 60]
-nobs = [100, 120]
-
-z_stat, p_value = proportions_ztest(counts, nobs)
-print(f"z-statistic: {z_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-### Chi-square Tests
-
-**Chi-square test of independence**:
-
-```python
-from scipy.stats import chi2_contingency
-
-# Contingency table
-contingency_table = pd.crosstab(variable1, variable2)
-
-chi2, p_value, dof, expected = chi2_contingency(contingency_table)
-
-print(f"Chi-square statistic: {chi2:.4f}")
-print(f"p-value: {p_value:.4f}")
-print(f"Degrees of freedom: {dof}")
-
-# H0: Variables are independent
-```
-
-**Chi-square goodness-of-fit**:
-
-```python
-from scipy.stats import chisquare
-
-# Observed frequencies
-observed = [20, 30, 25, 25]
-
-# Expected frequencies (equal by default)
-expected = [25, 25, 25, 25]
-
-chi2, p_value = chisquare(observed, expected)
-
-print(f"Chi-square statistic: {chi2:.4f}")
-print(f"p-value: {p_value:.4f}")
-
-# H0: Data follow the expected distribution
-```
-
-### Non-parametric Tests
-
-**Mann-Whitney U test** (independent samples):
-
-```python
-from scipy.stats import mannwhitneyu
-
-# H0: Distributions are equal
-u_stat, p_value = mannwhitneyu(group1, group2, alternative='two-sided')
-
-print(f"U statistic: {u_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Wilcoxon signed-rank test** (paired samples):
-
-```python
-from scipy.stats import wilcoxon
-
-# H0: Median difference = 0
-w_stat, p_value = wilcoxon(before, after)
-
-print(f"W statistic: {w_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Kruskal-Wallis H test** (>2 groups):
-
-```python
-from scipy.stats import kruskal
-
-# H0: All groups have same distribution
-h_stat, p_value = kruskal(group1, group2, group3)
-
-print(f"H statistic: {h_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Sign test**:
-
-```python
-from statsmodels.stats.descriptivestats import sign_test
-
-# H0: Median = m0
-result = sign_test(data, m0=0)
-print(result)
-```
-
-### ANOVA
-
-**One-way ANOVA**:
-
-```python
-from scipy.stats import f_oneway
-
-# H0: All group means are equal
-f_stat, p_value = f_oneway(group1, group2, group3)
-
-print(f"F-statistic: {f_stat:.4f}")
-print(f"p-value: {p_value:.4f}")
-```
-
-**Two-way ANOVA** (with statsmodels):
-
-```python
-from statsmodels.formula.api import ols
-from statsmodels.stats.anova import anova_lm
-
-# Fit model
-model = ols('response ~ C(factor1) + C(factor2) + C(factor1):C(factor2)',
-            data=df).fit()
-
-# ANOVA table
-anova_table = anova_lm(model, typ=2)
-print(anova_table)
-```
-
-**Repeated measures ANOVA**:
-
-```python
-from statsmodels.stats.anova import AnovaRM
-
-# Requires long-format data
-aovrm = AnovaRM(df, depvar='score', subject='subject_id', within=['time'])
-results = aovrm.fit()
-
-print(results.summary())
-```
-
-## Multiple Comparisons
-
-### Post-hoc Tests
-
-**Tukey's HSD** (Honest Significant Difference):
-
-```python
-from statsmodels.stats.multicomp import pairwise_tukeyhsd
-
-# Perform Tukey HSD test
-tukey = pairwise_tukeyhsd(data, groups, alpha=0.05)
-
-print(tukey.summary())
-
-# Plot confidence intervals
-tukey.plot_simultaneous()
-plt.show()
-```
-
-**Bonferroni correction**:
-
-```python
-from statsmodels.stats.multitest import multipletests
-
-# P-values from multiple tests
-p_values = [0.01, 0.03, 0.04, 0.15, 0.001]
-
-# Apply correction
-reject, pvals_corrected, alphac_sidak, alphac_bonf = multipletests(
-    p_values,
-    alpha=0.05,
-    method='bonferroni'
-)
-
-print("Rejected:", reject)
-print("Corrected p-values:", pvals_corrected)
-```
-
-**False Discovery Rate (FDR)**:
-
-```python
-# FDR correction (less conservative than Bonferroni)
-reject, pvals_corrected, alphac_sidak, alphac_bonf = multipletests(
-    p_values,
-    alpha=0.05,
-    method='fdr_bh'  # Benjamini-Hochberg
-)
-
-print("Rejected:", reject)
-print("Corrected p-values:", pvals_corrected)
-```
-
-## Robust Covariance Matrices
-
-### Heteroskedasticity-Consistent (HC) Standard Errors
-
-```python
-# After fitting OLS
-results = sm.OLS(y, X).fit()
-
-# HC0 (White's heteroskedasticity-consistent SEs)
-results_hc0 = results.get_robustcov_results(cov_type='HC0')
-
-# HC1 (degrees of freedom adjustment)
-results_hc1 = results.get_robustcov_results(cov_type='HC1')
-
-# HC2 (leverage adjustment)
-results_hc2 = results.get_robustcov_results(cov_type='HC2')
-
-# HC3 (most conservative, recommended for small samples)
-results_hc3 = results.get_robustcov_results(cov_type='HC3')
-
-print("Standard OLS SEs:", results.bse)
-print("Robust HC3 SEs:", results_hc3.bse)
-```
-
-### HAC (Heteroskedasticity and Autocorrelation Consistent)
-
-**Newey-West standard errors**:
-
-```python
-# For time series with autocorrelation and heteroskedasticity
-results_hac = results.get_robustcov_results(cov_type='HAC', maxlags=4)
-
-print("HAC (Newey-West) SEs:", results_hac.bse)
-print(results_hac.summary())
-```
-
-### Cluster-Robust Standard Errors
-
-```python
-# For clustered/grouped data
-results_cluster = results.get_robustcov_results(
-    cov_type='cluster',
-    groups=cluster_ids
-)
-
-print("Cluster-robust SEs:", results_cluster.bse)
-```
-
-## Descriptive Statistics
-
-**Basic descriptive statistics**:
-
-```python
-from statsmodels.stats.api import DescrStatsW
-
-# Comprehensive descriptive stats
-desc = DescrStatsW(data)
-
-print("Mean:", desc.mean)
-print("Std Dev:", desc.std)
-print("Variance:", desc.var)
-print("Confidence interval:", desc.tconfint_mean())
-
-# Quantiles
-print("Median:", desc.quantile(0.5))
-print("IQR:", desc.quantile([0.25, 0.75]))
-```
-
-**Weighted statistics**:
-
-```python
-# With weights
-desc_weighted = DescrStatsW(data, weights=weights)
-
-print("Weighted mean:", desc_weighted.mean)
-print("Weighted std:", desc_weighted.std)
-```
-
-**Compare two groups**:
-
-```python
-from statsmodels.stats.weightstats import CompareMeans
-
-# Create comparison object
-cm = CompareMeans(DescrStatsW(group1), DescrStatsW(group2))
-
-# t-test
-print("t-test:", cm.ttest_ind())
-
-# Confidence interval for difference
-print("CI for difference:", cm.tconfint_diff())
-
-# Test for equal variances
-print("Equal variance test:", cm.test_equal_var())
-```
-
-## Power Analysis and Sample Size
-
-**Power for t-test**:
-
-```python
-from statsmodels.stats.power import tt_ind_solve_power
-
-# Solve for sample size
-effect_size = 0.5  # Cohen's d
-alpha = 0.05
-power = 0.8
-
-n = tt_ind_solve_power(effect_size=effect_size,
-                        alpha=alpha,
-                        power=power,
-                        alternative='two-sided')
-
-print(f"Required sample size per group: {n:.0f}")
-
-# Solve for power given n
-power = tt_ind_solve_power(effect_size=0.5,
-                           nobs1=50,
-                           alpha=0.05,
-                           alternative='two-sided')
-
-print(f"Power: {power:.4f}")
-```
-
-**Power for proportion test**:
-
-```python
-from statsmodels.stats.power import zt_ind_solve_power
-
-# For proportion tests (z-test)
-effect_size = 0.3  # Difference in proportions
-alpha = 0.05
-power = 0.8
-
-n = zt_ind_solve_power(effect_size=effect_size,
-                        alpha=alpha,
-                        power=power,
-                        alternative='two-sided')
-
-print(f"Required sample size per group: {n:.0f}")
-```
-
-**Power curves**:
-
-```python
-from statsmodels.stats.power import TTestIndPower
-import matplotlib.pyplot as plt
-
-# Create power analysis object
-analysis = TTestIndPower()
-
-# Plot power curves for different sample sizes
-sample_sizes = range(10, 200, 10)
-effect_sizes = [0.2, 0.5, 0.8]  # Small, medium, large
-
-fig, ax = plt.subplots(figsize=(10, 6))
-
-for es in effect_sizes:
-    power = [analysis.solve_power(effect_size=es, nobs1=n, alpha=0.05)
-             for n in sample_sizes]
-    ax.plot(sample_sizes, power, label=f'Effect size = {es}')
-
-ax.axhline(y=0.8, color='r', linestyle='--', label='Power = 0.8')
-ax.set_xlabel('Sample size per group')
-ax.set_ylabel('Power')
-ax.set_title('Power Curves for Two-Sample t-test')
-ax.legend()
-ax.grid(True, alpha=0.3)
-plt.show()
-```
-
-## Effect Sizes
-
-**Cohen's d** (standardized mean difference):
-
-```python
-def cohens_d(group1, group2):
-    \"\"\"Calculate Cohen's d for independent samples\"\"\"
-    n1, n2 = len(group1), len(group2)
-    var1, var2 = np.var(group1, ddof=1), np.var(group2, ddof=1)
-
-    # Pooled standard deviation
-    pooled_std = np.sqrt(((n1-1)*var1 + (n2-1)*var2) / (n1+n2-2))
-
-    # Cohen's d
-    d = (np.mean(group1) - np.mean(group2)) / pooled_std
-
-    return d
-
-d = cohens_d(group1, group2)
-print(f"Cohen's d: {d:.4f}")
-
-# Interpretation:
-# |d| < 0.2: negligible
-# |d| ~ 0.2: small
-# |d| ~ 0.5: medium
-# |d| ~ 0.8: large
-```
-
-**Eta-squared** (for ANOVA):
-
-```python
-# From ANOVA table
-# η² = SS_between / SS_total
-
-def eta_squared(anova_table):
-    return anova_table['sum_sq'][0] / anova_table['sum_sq'].sum()
-
-# After running ANOVA
-eta_sq = eta_squared(anova_table)
-print(f"Eta-squared: {eta_sq:.4f}")
-
-# Interpretation:
-# 0.01: small effect
-# 0.06: medium effect
-# 0.14: large effect
-```
-
-## Contingency Tables and Association
-
-**McNemar's test** (paired binary data):
-
-```python
-from statsmodels.stats.contingency_tables import mcnemar
-
-# 2x2 contingency table
-table = [[a, b],
-         [c, d]]
-
-result = mcnemar(table, exact=True)  # or exact=False for large samples
-print(f"p-value: {result.pvalue:.4f}")
-
-# H0: Marginal probabilities are equal
-```
-
-**Cochran-Mantel-Haenszel test**:
-
-```python
-from statsmodels.stats.contingency_tables import StratifiedTable
-
-# For stratified 2x2 tables
-strat_table = StratifiedTable(tables_list)
-result = strat_table.test_null_odds()
-
-print(f"p-value: {result.pvalue:.4f}")
-```
-
-## Treatment Effects and Causal Inference
-
-**Propensity score matching**:
-
-```python
-from statsmodels.treatment import propensity_score
-
-# Estimate propensity scores
-ps_model = sm.Logit(treatment, X).fit()
-propensity_scores = ps_model.predict(X)
-
-# Use for matching or weighting
-# (manual implementation of matching needed)
-```
-
-**Difference-in-differences**:
-
-```python
-# Did formula: outcome ~ treatment * post
-model = ols('outcome ~ treatment + post + treatment:post', data=df).fit()
-
-# DiD estimate is the interaction coefficient
-did_estimate = model.params['treatment:post']
-print(f"DiD estimate: {did_estimate:.4f}")
-```
-
-## Best Practices
-
-1. **Always check assumptions**: Test before interpreting results
-2. **Report effect sizes**: Not just p-values
-3. **Use appropriate tests**: Match test to data type and distribution
-4. **Correct for multiple comparisons**: When conducting many tests
-5. **Check sample size**: Ensure adequate power
-6. **Visual inspection**: Plot data before testing
-7. **Report confidence intervals**: Along with point estimates
-8. **Consider alternatives**: Non-parametric when assumptions violated
-9. **Robust standard errors**: Use when heteroskedasticity/autocorrelation present
-10. **Document decisions**: Note which tests used and why
-
-## Common Pitfalls
-
-1. **Not checking test assumptions**: May invalidate results
-2. **Multiple testing without correction**: Inflated Type I error
-3. **Using parametric tests on non-normal data**: Consider non-parametric
-4. **Ignoring heteroskedasticity**: Use robust SEs
-5. **Confusing statistical and practical significance**: Check effect sizes
-6. **Not reporting confidence intervals**: Only p-values insufficient
-7. **Using wrong test**: Match test to research question
-8. **Insufficient power**: Risk of Type II error (false negatives)
-9. **p-hacking**: Testing many specifications until significant
-10. **Overinterpreting p-values**: Remember limitations of NHST