Admissibility in partial conjunction testing

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Publication:5229901

DOI10.1080/01621459.2017.1385465zbMATH Open1478.62211arXiv1508.00934OpenAlexW2962809812WikidataQ59755356 ScholiaQ59755356MaRDI QIDQ5229901FDOQ5229901

Jingshu Wang, Art B. Owen

Publication date: 19 August 2019

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

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 r1 smallest p-values and applying a valid meta-analysis p-value to the remaining nr+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.


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




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