Combination of "Combinations of P-values

Xuguang Simon Sheng and Lan Cheng

No 2012-11, Working Papers from American University, Department of Economics

Abstract: We investigate the impact of an uncertain number of false individual null hypotheses on commonly used p-value combination methods and find that the performance of these methods varies substantially under such uncertainty. These variations yield conflicting results in meta-analysis, motivating the development of a new, reconciling test. We consequently develop a combination of "combinations of p-values" (CCP) test that maintains good power properties across such uncertainty. We base the CCP test on a simple union of rejections decision rule that exploits the similarity between any two p-value combination methods. Monte Carlo simulations show that our test controls size and closely tracks the power of the best individual methods.

Keywords: Combination methods; Hypothesis testing; p value; Union of rejections (search for similar items in EconPapers)
JEL-codes: C12 C33 (search for similar items in EconPapers)
Date: 2012
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https://doi.org/10.17606/2q5g-qw29 First version, 2012 (application/pdf)

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Journal Article: Combination of “combinations of p values” (2017)
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