Heterogeneity Without Hype: Subgroup Tables That Hold Up

Subgroup analysis tempts every applied project. The gap between a useful exploratory table and a noisy fishing expedition is mostly process: pre-specify interactions tied to theory, report multiple-comparison humility, and separate confirmatory from exploratory language. We recommend drafting the heterogeneity section before seeing estimates. Name the subgroups, justify them with institutional knowledge, and decide which contrasts matter for policy. After estimation, report full sample results first, then interactions with transparent sample sizes. A limitation worth stating: even with corrections, exploratory subgroups can capitalize on chance. Pair tables with a simple permutation or split-sample robustness when feasible, and keep claims modest.