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Record W3035249419 · doi:10.1093/biomet/asaa027

Combining <i>p</i>-values via averaging

2020· article· en· W3035249419 on OpenAlexaff
Vladimir Vovk, Ruodu Wang

Bibliographic record

VenueBiometrika · 2020
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods in Clinical Trials
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsMathematicsHarmonic meanBonferroni correctionScalingInfinityGeometric meanApplied mathematicsStatisticsCombinatoricsMathematical analysisGeometry

Abstract

fetched live from OpenAlex

Summary This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of $p$-values without making any assumptions about their dependence structure. A result by Rüschendorf (1982) and, independently, Meng (1993) implies that the $p$-values can be combined by scaling up their arithmetic mean by a factor of 2, and no smaller factor is sufficient in general. A similar result by Mattner about the geometric mean replaces 2 by e. Based on more recent developments in mathematical finance, specifically, robust risk aggregation techniques, we extend these results to generalized means; in particular, we show that $K$ $p$-values can be combined by scaling up their harmonic mean by a factor of $\log K$ asymptotically as $K$ tends to infinity. This leads to a generalized version of the Bonferroni–Holm procedure. We also explore methods using weighted averages of $p$-values. Finally, we discuss the efficiency of various methods of combining $p$-values and how to choose a suitable method in light of data and prior information.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.044
metaresearch head score (Gemma)0.143
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: Methods · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.956
Threshold uncertainty score0.233

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0440.143
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0040.004
Bibliometrics0.0040.004
Science and technology studies0.0010.003
Scholarly communication0.0040.004
Open science0.0030.004
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.647
GPT teacher head0.548
Teacher spread0.099 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

Study designTheoretical or conceptual
DomainMethods
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations149
Published2020
Admission routes1
Has abstractyes

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