Accuracy Evaluation of the Unified P-Value from Combining Correlated P-Values

Gelio Alves and Yi-Kuo Yu

PLOS ONE, 2014, vol. 9, issue 3, 1-11

Abstract: Meta-analysis methods that combine -values into a single unified -value are frequently employed to improve confidence in hypothesis testing. An assumption made by most meta-analysis methods is that the -values to be combined are independent, which may not always be true. To investigate the accuracy of the unified -value from combining correlated -values, we have evaluated a family of statistical methods that combine: independent, weighted independent, correlated, and weighted correlated -values. Statistical accuracy evaluation by combining simulated correlated -values showed that correlation among -values can have a significant effect on the accuracy of the combined -value obtained. Among the statistical methods evaluated those that weight -values compute more accurate combined -values than those that do not. Also, statistical methods that utilize the correlation information have the best performance, producing significantly more accurate combined -values. In our study we have demonstrated that statistical methods that combine -values based on the assumption of independence can produce inaccurate -values when combining correlated -values, even when the -values are only weakly correlated. Therefore, to prevent from drawing false conclusions during hypothesis testing, our study advises caution be used when interpreting the -value obtained from combining -values of unknown correlation. However, when the correlation information is available, the weighting-capable statistical method, first introduced by Brown and recently modified by Hou, seems to perform the best amongst the methods investigated.

Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0091225 (text/html)
https://journals.plos.org/plosone/article/file?id= ... 91225&type=printable (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0091225

DOI: 10.1371/journal.pone.0091225

Access Statistics for this article

More articles in PLOS ONE from Public Library of Science
Bibliographic data for series maintained by plosone ().