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

From: Andreas Cederfeldt <andreas.cederfeldt_at_gmail.com>
Date: Wed, 25 Jun 2008 13:13:52 +0200

Hi Patrick,

I have actually read your paper before and I am aware of the objection. I have also implemented the "weighted Stouffer's" in R. I nevertheless want to try the weighted fisher's if possible (if for no other reason than curiosity)

Andreas Cederfeldt

On Wed, Jun 25, 2008 at 12:53 PM, Patrick Burns <pburns_at_pburns.seanet.com> wrote:

> 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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