I know the exercise was to p-hack, but instead I decided to one-shot my attempt at the most reasonable model from first principals:
- given that we are looking at a national scale, use only national politicians
- use the components from Macroeconomics 101: exclude inflation as that’s on the Fed, exclude stocks as too conflated with FX and international investing alternatives
- don’t needlessly withhold data
Tried one hypothesis, so p-value of 0.04 is accurate. Still OK to explore if you Bonferroni correct the p-Val afterwards
- given that we are looking at a national scale, use only national politicians
- use the components from Macroeconomics 101: exclude inflation as that’s on the Fed, exclude stocks as too conflated with FX and international investing alternatives
- don’t needlessly withhold data
Tried one hypothesis, so p-value of 0.04 is accurate. Still OK to explore if you Bonferroni correct the p-Val afterwards