Questions tagged [combining-p-values]
Methods for combining p-values from several hypothesis tests with the same null hypothesis into one aggregate p-value, such as e.g. Fisher's method and Stouffer's method.
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50 views
Combining p-values when the trials are independent but their number is data-dependent and random
Consider the following scenario (it's just a motivating example, not something I am doing for real): I run a trial, drawing an i.i.d. sample $S_1$ from population $P$, to test a hypothesis $\mathcal{H}...
1
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1answer
51 views
Test for multiple samples of ordinal data
I have 10 independent samples of ordinal data ranked 1-3. I also have predicted ranks for the same data set. I want to test if the predicted ranking matches the observed ranking at a rate better ...
1
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1answer
32 views
Marginalizing statistical test results in a two-factor grid
Consider the following toy problem. Suppose that we have several food groups: meat, vegetables, fruit, etc. For any given pair of food types A and B, we ask whether people that eat both A AND B have a ...
1
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1answer
44 views
Interim analysis: probability of stopping
Say we do some time-varying study. We check yearly if early stopping is necessary, which is done via interim analysis (O'Brien-Fleming stopping boundaries). The 4 p-values for stopping in 4 ...
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0answers
21 views
compute AUC and statistical testing of stratified data
I have a dataset where samples are stratified in groups. That is, there are N samples per examination, and M examinations per subject.
I would like to account for this when estimating the ...
1
vote
1answer
38 views
How to test the significant of multiply chi square tests
I know that if I have a model from which I have a very large sample, so that I can create a null distribution. And I also have an experimental sample, I can use the ChiSquare test (or FisherExact test)...
1
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1answer
29 views
Combining the conclusions from multiple Diebold-Mariano tests
Suppose I have two forecasting models, A and B. Moreover, suppose I have multiple datasets and I use each of these sets to perform Diebold-Mariano tests. My aim is to find out which of the two models ...
3
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0answers
119 views
How to combine multiple p-values into one? [closed]
I have the data of 841 genes along with the p-values which represents the association of that gene in a particular tissue (Aorta in this case) with some diseased phenotype. I want to combine the p-...
28
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4answers
2k views
Does a uniform distribution of many p-values give statistical evidence that H0 is true?
A single statistical test can give evidence that the null hypothesis (H0) is false and therefore the alternative hypothesis (H1) is true. But it cannot be used to show that H0 is true because failure ...
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1answer
218 views
Bonferroni-type corrections and Fisher Method Meta-analysis
I'm not an expert on the field, but I need to know more about how to combined multiple significance test p-values after a two sample Kolmogorov Smirnov (KS)test on two distributions.
But I have two ...
3
votes
1answer
574 views
Problems with Fisher's Method for combining p-values
I am using Fisher's Method to combine p-values, and have noticed some strange behavior for large p-values and large $n.$
In my case I have a large number of not statistically significant results(e.g. ...
1
vote
1answer
77 views
Rolling sum of 2 sample KS test results
In order to compare two lists of samples from 'before-treatment' and 'after-treatment', I am doing a two sample KS test using the ks_2samp function from Python's scipy.stats package which gives me the ...
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0answers
517 views
GLMM with highly unbalanced data and statistical power
Although I have used R to explain my question, I think and hope this is of general interest and is not off-topic here.
I want to test whether the continuous variable “varA” is different between the ...
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1answer
441 views
How to achieve a two-sided combined p-value using Fisher's method?
Let's say I want to answer the question if smokers vs nonsmokers have different levels of Gene A. This seems like an obvious two-sided test. However, if I have multiple studies and I want to combine ...
0
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1answer
58 views
Comparing 2 p values of different sample size
I did 2 linear regression analyses.
White woman (WW) N1= 50
Black woman (BW) N2= 49
Correlation btw WW's V1 & V2 P = 0.001
Correlation btw BW's V1 & V2 P = 0.013
How do i know if the 2 p ...
0
votes
1answer
140 views
Probability density Function for p-value product
I am running an experiment where I get 22,152,480 p-values in a given order, ranging from 0 to 1, but strongly tilted toward 1 (i.e. not uniformly distributed). I want to say that a given series of ...
0
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1answer
128 views
Combining p values: what can we say about population of studies
I have N p values (N is around 200) one for each of N independent experiments in my study.
These p values range from 0.03 to 0.7 (mean is 0.3), where only 5% of p values are less than 0.05. If I look ...
29
votes
3answers
3k views
Can a meta-analysis of studies which are all “not statistically signficant” lead to a “significant” conclusion?
A meta-analysis includes a bunch of studies, all of which reported a P value greater than 0.05. Is it possible for the overall meta-analysis to report a P value less than 0.05? Under what ...
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1answer
195 views
Performing a meta-analysis of wilcoxon rank sum analyses
Suppose an experiment is done and the following is presented in a paper: median for experimental, median for control, and a WRS p-value, and (n) for EXP and CTRL arms. Now suppose experiment 2 is ...
3
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1answer
190 views
Suppose I have a Cramér-von Mises $p = 0.99$ and Chi-squared $p = 0.88$ of a distribution being Student's-$t$. What can I say?
Suppose I have a Cramér-von Mises $p = 0.99$ and Chi-squared $p = 0.88$ of a distribution being Student's-$t$. What can I say?
What can I say about the underlying distribution's being a Student's-$t$...
2
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1answer
58 views
How would you compare subgroup Stouffer Zs?
p-curve analyses (http://www.p-curve.com/) use significant p-values to estimate evidential value and effect sizes. To estimate evidential value, p-values are computed for p-values (pp-values), and ...
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0answers
48 views
Can one use Stouffer's method to integrate t-values? [duplicate]
I would like to integrate T-statistics values from multiple, independent tests.
How can this be done?
Since my degrees of freedom are many ($n>1000$) I was thinking to use the Stouffer's method,...
5
votes
1answer
122 views
Using p-values reported as inequalities such as $p<0.05$ in meta-analysis; can I convert them to $0.05$?
I am currently undertaking a meta-analysis of the expression profile of specific biomarkers in a specific disease.
During the extraction process, I extracted the name of the biomarkers and their ...
1
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1answer
234 views
Testing multiple comparisons of paired proportions
I want to know if a proportion increased significantly after an event, and then find out if that holds true over multiple events. I'm using a paired t-test to measure this with continuous data (e.g. ...
2
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1answer
277 views
Difference between Fisher's method and the sum of chi-square test statistics
I'm learning about combining $p$-values and I have a couple of (somewhat elementary, perhaps) questions. Suppose I have $n$ independent tests, each of these to test its own null hypothesis $H_0 (i)$, $...
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2answers
547 views
How to calculate probability of success based on prior p-value
The FDA often requires a sponsor to conduct multiple clinical trials prior to approval. Given the following observations in a ph2 and ph3 trial, how would you go about predicting the probability of ...
0
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1answer
111 views
Combine multiple independent permutation tests
I want to find out whether a neural measure measured at 12 time-points is correlated with a behavioral measure measured on the same time-points. I have data from 20 subjects.
I'm hoping to perform a ...
2
votes
1answer
367 views
Fisher's combined test vs testing uniform distribution of p-values
In testing a global null hypothesis, with independent tests, the p-values are distributed as $U(0,1)$. There are many goodness-of-fit tests to check that the distribution is uniform. For example, this ...
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0answers
153 views
Reference for tail bound of chi square distribution [closed]
Fisher's method allows to combine a set of p values $p_1,\ldots,p_n$. In order to compute the p value associated with Fisher's method one needs to compute the tail of a chi square distribution with ...
1
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1answer
75 views
Combining different normality transformations for Fisher's method
I have 2 data sets that are applicable to Fisher's method. One has a p-value of 0.07 and the other 0.15. Neither sets were normal or homoscedastic. The first satisfied the ANOVA assumptions only with ...
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2answers
699 views
meta-analysis of p values
I am a bit confused about doing the meta analysis with my data. Given z-scores I calculate p values in a way: p.values = 2*pnorm(-abs(z)). Then I would like to ...
3
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0answers
82 views
Fisher's method for P-value more conservative than OLS?
I am currently observing an interesting phenomenon in my analysis. I have a simple logistic regression model for independent Inds. The model is as follows:
$$\operatorname{logit}(Y) = \beta_0+\...
5
votes
2answers
237 views
Test for significant excess of significant p-values across multiple comparisons
I have what feels like a simple question, but was unable to find answers easily.
The situation
Let's say I have a gene microarray dataset with tens of thousands of genes and small (<100) number ...
10
votes
2answers
8k views
R package for combining p-values using Fisher's or Stouffer's method
Is there an R package (or even a base R function) that implements Fisher's or Stouffer's method for combining p-values? Coding this should be almost trivial, but I'd rather use (and cite) a package.
...
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0answers
51 views
Test of Equal Proportions with exact p-values [duplicate]
The question "Test of Equal Proportions with zero successes" showed me that using a test of equal proportions with very low or very high numbers of successes doesn't give an accurate p-value. Below is ...
3
votes
1answer
185 views
Combining very small p-values - Fisher's method gives 0
I have 30 p-values all very small (varying between $10^{-140}$ and $10^{-110}$), and I want to combine them in some way to get a single statistic. I learned about Fisher's method, but if I apply it to ...
7
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1answer
190 views
What are the reasonable properties of p-value combination methods when all p-values are the same?
Suppose we are testing a null hypothesis $H_0$, by combining evidence from $n$ independent tests, using a p-value combination method $M$. The combined p-value is $M(p_1,...,p_n)$. Assume the extreme ...
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4answers
3k views
Why does Stouffer's method work?
It seems like a fairly straightforward question, but when I really think about it, Stouffer's method doesn't make sense to me. This is why:
Assume a two-tailed hypothesis. You first calculate $z_i$ ...
3
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0answers
100 views
Methods for meta-analysis: z-transform (Stouffer's approach) vs. Fisher's method vs… infinite others? [duplicate]
Fisher's method and Stouffer's approach (z-transform) for meta-analysis roughly follow the same scheme:
take the p-values from some different experiments on the same hypotheses
apply to them some ...
7
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1answer
2k views
Why is my combined p-value, obtained using the Fisher's method, so low?
I have multiple individuals, for whom I collected two time series of some parameter. For each individual, I calculated, whether these time series are correlated. So, if I have 20 individuals, as a ...
3
votes
1answer
156 views
Is there a t-test equivalent to Stouffer's z-test?
I have $k$ pairs of samples from different distributions. For each pair of samples I want to check if the samples are taken from a normal distribution with the same mean and variance. I assume the ...
2
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0answers
127 views
Alternatives to Fisher's method?
I'm using the Mann-Whitney U test to compare scores from a foreground (n ranging between 5-500) to a large background (up to 2000). Since my foreground is quite small I've been taking smaller random ...
2
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1answer
1k views
Combining multiple p-values
Is there any statistically relevant way to combine multiple p-values measuring different hypotheses but that are all trying to measure the same thing "in spirit"? Eg, if I wanted to measure some ...
5
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1answer
389 views
Independent replication experiments yielding contrasting results; how to combine them?
Imagine a simple experiment, trying to answer a simple question. For example, is body temperature the same in men and in women ?
To answer this question, let's say you sample 10 men, and 10 women, ...
4
votes
1answer
697 views
Integrating p-values (or z-scores) with missing values
I would like to apply a Stouffer (or Fisher) integration on a list of p-values or z-scores. However, some of them contain missing values, e.g. (R snippet):
...
6
votes
2answers
588 views
Why does Fisher's method yield $p\gg 0.5$ when combining several p-values all equal to $0.5$?
W = 0
for p in xrange(10):
W += -2*log(0.5)
print "W:",W
final_p = 1 - scipy.stats.chi2.cdf(W, 2*10)
print "Final p-value",final_p
Why does this result in a ...
43
votes
3answers
14k views
When combining p-values, why not just averaging?
I recently learned about Fisher's method to combine p-values. This is based on the fact that p-value under the null follows a uniform distribution, and that $$-2\sum_{i=1}^n{\log X_i} \sim \chi^2(2n), ...
0
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1answer
1k views
MULTIPLE TESTING: Probability of specific outcomes from MULTIPLE experiments using randomized data
This is a follow-up question to this one: Significance test across multiple simulated experiments
There's one answer I'm leaning towards accepting, but I wanted to make sure I understood how ...
3
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1answer
405 views
Significance test across multiple simulated experiments
First time question on this site, so please bear with me, thank you:
I have 6 coin-flip-type experiments for which I can calculate 6 binomial p-values. I would now like to calculate the significance ...
22
votes
4answers
7k views
Stouffer's Z-score method: what if we sum $z^2$ instead of $z$?
I am performing $N$ independent statistical tests with the same null hypothesis, and would like to combine the results into one $p$-value. It seems that there are two "accepted" methods: Fisher's ...
