So You Think You Have a Power Law, Isn’t That Special? — Lots of distributions give you straight-ish lines on a log-log plot. Abusing linear regression makes the baby Gauss cry. Use maximum likelihood to estimate the scaling exponent. Use goodness of fit to estimate where the scaling region begins. Use a goodness-of-fit test to check goodness of fit. Use Vuong’s test to check alternatives, and be prepared for disappointment. Ask yourself whether you really care.