Choosing between methods of combining p-values
File(s)1707.06897.pdf (394.3 KB)
Accepted version
OA Location
Author(s)
Heard, Nicholas
Rubin-Delanchy, Patrick
Type
Journal Article
Abstract
Combining p-values from independent statistical tests is a popular approach
to meta-analysis, particularly when the data underlying the tests are either no
longer available or are difficult to combine. A diverse range of p-value
combination methods appear in the literature, each with different statistical
properties. Yet all too often the final choice used in a meta-analysis can
appear arbitrary, as if all effort has been expended building the models that
gave rise to the p-values. Birnbaum (1954) showed that any reasonable p-value
combiner must be optimal against some alternative hypothesis. Starting from
this perspective and recasting each method of combining p-values as a
likelihood ratio test, we present theoretical results for some of the standard
combiners which provide guidance about how a powerful combiner might be chosen
in practice.
to meta-analysis, particularly when the data underlying the tests are either no
longer available or are difficult to combine. A diverse range of p-value
combination methods appear in the literature, each with different statistical
properties. Yet all too often the final choice used in a meta-analysis can
appear arbitrary, as if all effort has been expended building the models that
gave rise to the p-values. Birnbaum (1954) showed that any reasonable p-value
combiner must be optimal against some alternative hypothesis. Starting from
this perspective and recasting each method of combining p-values as a
likelihood ratio test, we present theoretical results for some of the standard
combiners which provide guidance about how a powerful combiner might be chosen
in practice.
Date Issued
2018-03-01
Date Acceptance
2017-11-20
Citation
Biometrika, 2018, 105 (1), pp.239-246
ISSN
0006-3444
Publisher
Oxford University Press (OUP)
Start Page
239
End Page
246
Journal / Book Title
Biometrika
Volume
105
Issue
1
Copyright Statement
© 2018 Biometrika Trust. This is a pre-copyedited, author-produced PDF of an article accepted for publication in Biometrika following peer review. The version of record N A Heard, P Rubin-Delanchy; Choosing between methods of combining p p -values, Biometrika, , asx076, is available online at:https://dx.doi.org/10.1093/biomet/asx076
Identifier
http://arxiv.org/abs/1707.06897v4
Subjects
stat.ME
stat.ME
Publication Status
Published
Date Publish Online
2018-01-04