On the optimally weighted z-test for combining probabilities from independent studies

On the optimally weighted z-test for combining probabilities from independent studies
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DOI:
10.1016/j.csda.2013.09.005
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发表时间:
2014-02-01
影响因子:
1.8
通讯作者:
Nadarajah, Saralees
Nadarajah, Saralees
中科院分区:
数学3区
文献类型:
--
作者:
Chen, Zhongxue;Nadarajah, Saralees

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研究人员已经证明,当结合独立研究的p值时,最优加权z检验比其他方法更有效。然而,在实践中,每个独立研究的效果通常是未知的,这使得最优加权z检验不适用。导出了一种新的检验方法,类似于最优加权z检验,但其影响是由数据估计的。这一新的检验是另一种广义的Fisher检验,在某些情况下可以非常有效。通过模拟数据将新方法与现有方法进行了比较。对于选择结合独立研究的p值的测验,本文提出了一些建议。新测试的使用也通过一个真实的数据应用程序进行了说明。(C)2013爱思唯尔B.V.保留所有权利。
Researchers have shown that the optimally weighted z-test, where the weights are the standardized expected difference in means, is more powerful than other methods when combining p-values from independent studies. However, in practice the effect for each independent study is usually unknown, which makes the optimally weighted z-test not applicable. A new test similar to the optimally weighted z-test, but with the effects being estimated from data, is derived. This new test is another generalized Fisher test which can be very powerful under certain situations. The new test is compared with existing methods through simulated data. Some suggestions for choosing tests to combine p-values from independent studies are given. The use of the new test is also illustrated by a real data application. (C) 2013 Elsevier B.V. All rights reserved.