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Is the weighted z-test the best method for combining probabilities from independent tests?

2011; Oxford University Press; Volume: 24; Issue: 4 Linguagem: Inglês

10.1111/j.1420-9101.2010.02226.x

1420-9101

Zhongxue Chen,

Advanced Statistical Methods and Models

Through simulation, Whitlock showed that when all the alternatives have the same effect size, the weighted z-test is superior to both unweighted z-test and Fisher's method when combining P-values from independent studies. In this paper, we show that under the same situation, the generalized Fisher method due to Lancaster outperforms the weighted z-test.