Combination of "Combinations of P-values
AbstractWe 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.
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Bibliographic InfoPaper provided by American University, Department of Economics in its series Working Papers with number 2012-11.
Date of creation: 2012
Date of revision:
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Web page: http://www.american.edu/cas/economics/
Combination methods; Hypothesis testing; p value; Union of rejections;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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