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arXiv · 1707.06897

Choosing Between Methods of Combining p-values

Nicholas Heard·Patrick Rubin-Delanchy
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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.

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Nicholas Heard, Patrick Rubin-Delanchy. 2017-12-14. Choosing Between Methods of Combining p-values. https://doi.org/10.1093/biomet%2Fasx076

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