Related papers: Choosing Between Methods of Combining p-values
Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…
In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is…
We introduce a novel meta-analysis framework to combine dependent tests under a general setting, and utilize it to synthesize various microbiome association tests that are calculated from the same dataset. Our development builds upon the…
This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…
Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the ``adding weighted Zs'' method of combining…
This article addresses issues of model criticism and model comparison in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and…
Statistical methods are based on model assumptions, and it is statistical folklore that a method's model assumptions should be checked before applying it. This can be formally done by running one or more misspecification tests of model…
Permutation tests are amongst the most commonly used statistical tools in modern genomic research, a process by which p-values are attached to a test statistic by randomly permuting the sample or gene labels. Yet permutation p-values…
Meta-analytic methods may be used to combine evidence from different sources of information. Quite commonly, the normal-normal hierarchical model (NNHM) including a random-effect to account for between-study heterogeneity is utilized for…
The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often…
Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…
The combination of a number of correlated estimates of a given observable is frequently performed using the Best Linear Unbiased Estimate (BLUE) method. Most features of such a combination can already be seen by analysing the special case…
Quantifying uncertainty in detected changepoints is an important problem. However it is challenging as the naive approach would use the data twice, first to detect the changes, and then to test them. This will bias the test, and can lead to…
Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…
Good's formula and Fisher's method are frequently used for combining independent P-values. Interestingly, the equivalent of Good's formula already emerged in 1910 and mathematical expressions relevant to even more general situations have…
We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…
$P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution,…
When backgrounds are not well enough controlled to measure the value of some physical parameter, one may still obtain an upper limit on the parameter. A single experiment may have several detectors, each of which can alone be used to derive…
Cauchy combination test has been widely used for combining correlated p-values, but it may fail to work under certain scenarios. We propose a truncated Cauchy combination test (TCCT) which focus on combining p-values with arbitrary…
As a convention, p-value is often computed in frequentist hypothesis testing and compared with the nominal significance level of 0.05 to determine whether or not to reject the null hypothesis. The smaller the p-value, the more significant…