[R] combining P values from different tests
Duncan Murdoch
murdoch.duncan at gmail.com
Thu Jul 8 22:20:04 CEST 2010
On 08/07/2010 2:45 PM, Jonathan Baron wrote:
> On 07/08/10 19:25, Knut Krueger wrote:
> > Hi to all,
> > is there any function available to combine those p values;
> >
> >
> > Kind Regards Knut
>
> Here's a couple of functions I've used for one thing that you might
> mean. The idea is that you have two p-values for different tests of
> the same hypothesis, and you want to get an overall p-value for the
> hypothesis. The first method, for combining two p-values, was
> invented by Fisher a very long time ago. The second method I do not
> remember a thing about, but I found it somewhere. You need to look
> these up before trusting them.
>
> # combine and output one-tailed p's. Enter 2-tailed p's.
> combine <- function(x,y)
> return(pchisq(-2*log(x/2)-2*log(y/2),4,low=F))
>
This assumes the two p values are independent, but you don't want to
divide x and y by 2: that biases things towards smaller p-values. (I'm
not sure what you mean by "2-tailed p's" though, so I might be wrong.)
> # Stouffer's method for vector x, gives 2-tailed result
> pnorm(sum(qnorm(x))/sqrt(length(x)))
>
This also assumes independence between the tests.
Duncan Murdoch
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