UPDATE: Although our style manual recommends (Section 20.9, page 888 in the print) that "[expressing] P to more than 3 significant digits does not add useful information to P<.001," in certain types of studies (particularly GWAS [genome-wide association studies] and other studies in which there are adjustments for multiple comparisons, such as Bonferroni correction, and the definition of level of significance is substantially less than P<.05) it may be important to express P values to more significant digits. For example, if the threshold of significance is P<.0004, then by definition the P value must be expressed to at least 4 ...
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