journal article·2021-12-29Open access

Optimal Tests for Combining p-Values

Zhongxue Chen

Applied Sciences· Volume 12· Issue 1

Abstract

Combining information (p-values) obtained from individual studies to test whether there is an overall effect is an important task in statistical data analysis. Many classical statistical tests, such as chi-square tests, can be viewed as being a p-value combination approach. It remains challenging to find powerful methods to combine p-values obtained from various sources. In this paper, we study a class of p-value combination methods based on gamma distribution. We show that this class of tests is optimal under certain conditions and several existing popular methods are equivalent to its special cases. An asymptotically and uniformly most powerful p-value combination test based on constrained likelihood ratio test is then studied. Numeric results from simulation study and real data examples demonstrate that the proposed tests are robust and powerful under many conditions. They have potential broad applications in statistical inference.
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Research context

OpenAlex topics: Advanced Statistical Methods and Models · Statistical Methods and Inference · Optimal Experimental Design Methods

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Affiliations

Department of Epidemiology and Biostatistics, School of Public Health, Indiana University Bloomington, 1025 E. 7th Street, Bloomington, IN 47405, USA

Funding

National Institutes of Health

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