Choosing between methods of combining p-values


Combining p-values from independent statistical tests is a popular approach to meta-analysis, particularly when the data underlying the tests are either no longer available or are difficult to combine. Numerous p-value combination methods appear in the literature, each with different statistical properties, yet often the final choice used in a meta-analysis can seem arbitrary, as if all effort has been expended in building the models that gave rise to the p-values. Birnbaum (1954) showed that any reasonable p-value combiner must be optimal against some alternative hypothesis. Starting from this perspective and recasting each method of combining p-values as a likelihood ratio test, we present theoretical results for some standard combiners that provide guidance on how a powerful combiner might be chosen in practice.

Citation information

Heard, N A and P Rubin-Delanchy (2018). “Choosing between methods of combining p-values”. In: Biometrika 105.1, pp. 239–246.

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