Admissibility in partial conjunction testing

DOI10.1080/01621459.2017.1385465MaRDI QIDQ5229901zbMATH OpenOpenAlexWikidataFDO

Authors Jingshu Wang, Art B. Owen

Publication date 19 August 2019

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.00934

zbMATH Keywords

meta-analysispowersubgroup analysiscombined \(p\)-valuesreplicable findings

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15) Admissibility in statistical decision theory (62C15)

Abstract: Meta-analysis combines results from multiple studies aiming to increase power in finding their common effect. It would typically reject the null hypothesis of no effect if any one of the studies shows strong significance. The partial conjunction null hypothesis is rejected only when at least $r$ of $n$ component hypotheses are non-null with $r=1$ corresponding to a usual meta-analysis. Compared with meta-analysis, it can encourage replicable findings across studies. A by-product of it when applied to different $r$ values is a confidence interval of $r$ quantifying the proportion of non-null studies. Benjamini and Heller (2008) provided a valid test for the partial conjunction null by ignoring the $r-1$ smallest p-values and applying a valid meta-analysis p-value to the remaining $n-r+1$ p-values. We provide sufficient and necessary conditions of admissible combined p-value for the partial conjunction hypothesis among monotone tests. Non-monotone tests always dominate monotone tests but are usually too unreasonable to be used in practice. Based on these findings, we propose a generalized form of Benjamini and Heller's test which allows usage of various types of meta-analysis p-values, and apply our method to an example in assessing replicable benefit of new anticoagulants across subgroups of patients for stroke prevention.

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Cited in

(8)

• Admissible ways of merging \(p\)-values under arbitrary dependence
• Assessment of the extent of corroboration of an elaborate theory of a causal hypothesis using partial conjunctions of evidence factors
• Distributionally robust and generalizable inference
• Replicability across multiple studies
• Detecting multiple replicating signals using adaptive filtering procedures
• Only closed testing procedures are admissible for controlling false discovery proportions
• scientific article; zbMATH DE number 3849199 (Why is no real title available?)
• Reinforced designs: multiple instruments plus control groups as evidence factors in an observational study of the effectiveness of Catholic schools

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