The distribution of more than one million z-values from Medline (1976–2019).
You need \(|z| > 1.96\) for “statistical significance” at the usual 5% level. This picture suggests a significant problem of papers not being published if that threshold isn’t crossed.
Source: van Zwet, E. W., & Cator, E. A. (2021). The significance filter, the winner’s curse and the need to shrink. Statistica Neerlandica, 75(4), 437–452.