Re: [R] weighted inverse chi-square method for combining p-values

From: Patrick Burns <pburns_at_pburns.seanet.com>
Date: Wed, 25 Jun 2008 11:53:30 +0100

Are you sure you want to use Fisher's method?

http://www.burns-stat.com/pages/Working/perfmeasrandport.pdf page 13 shows an example where Fisher's method is not attractive, but Stouffer's method gives reasonable results. Weighting in Stouffer's method is straightforward.

Patrick Burns
patrick_at_burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Andreas Cederfeldt wrote:
> Hi,
>
> This is more of a general question than a pure R one, but I hope that is OK.
> I want to combine one-tailed independent p-values using the weighted version
> of fisher's inverse chi-square method. The unweighted version is pretty
> straightforward to implement. If x is a vector with p-values, then I guess
> that this will do for the unweighted version:
>
> statistic <- -2*sum(log(x))
> comb.p <- 1-pchisq(statistic,2*length(x))
>
> Has anyone written some R code for the weighted version?
>
> Regards,
> Anders Cederfeldt
>
> [[alternative HTML version deleted]]
>
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 25 Jun 2008 - 10:57:11 GMT

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