Abstract #300566

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JSM 2003 Abstract #300566
Activity Number: 63
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 4:00 PM to 5:50 PM
Sponsor: Section on Statistical Computing
Abstract - #300566
Title: A Modification of Fisher's Test for Combining Dependent Tests of Significance
Author(s): Xuemei Li*+ and Sanat K. Sarkar
Companies: Merck & Co., Inc. and Temple University
Address: 10 Sentry Pkwy., Blue Bell, PA, 19422-2302,
Keywords: Fisher's combination test ; two-sided test ; multivariate t ; approximation method
Abstract:

The well-known Fisher's test (1932) combines independent p values from several tests of significance and forms a new statistic that follows a chi-square distribution under null hypotheses. The null distribution of this statistic when combining p values that are mutually correlated has been studied by many statistical researchers. In this paper we propose an alternative method to approximate Fisher's test that combines two-sided tests of significance in which the test statistics follow a multivariate t-distribution. A simulation study indicates that the proposed method provides a satisfactory solution.

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