> But economists really should learn to accompany their predictions with error bars Virtually all published papers in economics that use regression analysis wh

> But economists really should learn to accompany their predictions with error bars Virtually all published papers in economics that use regression analysis which you mention include "error bars." The discipline calls these standard errors and confidence intervals. If a paper is non-parametrically estimating functions rather than single parameters, they might also report confidence bands.[1] Standard errors may be calculated analytically (resting mostly on asymptotic theory) or numerically (using a bootstrap estimator for them). There is a large literature on the appropriate standard errors for various contexts, with clustered errors being mainstream in applications.[2][3] These are taken seriously in peer review, and published papers come with long lists of robustness checks which turn papers into book-length publications when you include the appendices. [1] https://cattaneo.princeton.edu/papers/Cattaneo-Crump-Farrell-Feng_2022_Binscatter.pdf https://cattaneo.princeton.edu/papers/Cattaneo-Crump-Farrell... is one example. [2] See https://economics.mit.edu/files/13927 https://economics.mit.edu/files/13927 for a recent discussion. [3] See https://gregoryeady.com/ResearchMethodsCourse/assets/readings/Cameron,%20A.%20Colin%20et%20al.%20-%202008%20-%20Bootstrap-Based%20Improvement%20for%20Inference%20with%20Clustered%20Errors.pdf https://gregoryeady.com/ResearchMethodsCourse/assets/reading... for bootstrap-based methods.