What are good references for the different methods of combining p-values?

I need a good reference for the methods and/or the difficulties that arise when attempting such a combination.

I've found Loughin, TM, A systematic comparison of methods for combining p-values from independent tests, Computational Statistics & Data Analysis (2004) 47(3):467–485, for example. Is there a better/more precise one?

• Is this for multiple test correction or something else? Commented Sep 27, 2012 at 15:33
• It's pretty long to explain but basically I have 3 p-values obtained through the same process (the kde.test function of R's ks package cran.r-project.org/web/packages/ks/ks.pdf) but applied to three different sets of 2 columns each (all 6 columns are linked because they belong to the same 'observation') Commented Sep 27, 2012 at 15:44
• It sounds like you want to do a meta analysis. Fisher's combination test is one method for combining p-values. There are many books on meta analysis that could be useful to you. I will give you an answer with links to several books if you tell me I am on the right track. Commented Sep 27, 2012 at 20:42
• Well I'm not a statistician so I have no idea what a meta analysis is :) (sorry) I actually do not want to perform such a combination, I just need references for the various methods of doing so and/or its difficulties (like the article I presented, to which I have no access sadly) Commented Sep 27, 2012 at 20:59
• I guess I don't know why you are interested in the article. They talk in the abstract about combining p-values for a combined hypothesis. If you are combining independent data set to reach strong conclusion because of the increased sample size. That is all that us meant by a meta analysis. One way to do meta analysis (also called data synthesis) is to combined p-values from independent tests of the individual data sets. Fisher's combination test is one of many that could be tried. Apparently the paper compares 6 such methods. Meta analysis is in the list of key words in the abstract. Commented Sep 28, 2012 at 3:35

One useful entry into this literature is an annotated bibliography by R D Cousins which considers most of the well-known methods for combining $p$-values and which is freely available from arXiv.
• (+1) What is the benefit of using BibTeX on this forum? Presumably that one can copy-paste it into one's .bib file. How often do you think this is happening? I would guess that many many more people would find a hyper-link more useful; my own preference is to put a hyperlink on a short citation, e.g. Cousins, 2008, Annotated bibliography of some papers on combining significances or $p$-values or something like that. Perhaps a BibTeX citation can be provided extra in the end of an answer. I am saying this because this is not the first time you are using BibTeX and I am always wondering... Commented Aug 21, 2016 at 21:24