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A Note on Combining Dependent Tests of Significance
Author(s) -
Hartung Joachim
Publication year - 1999
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/(sici)1521-4036(199911)41:7<849::aid-bimj849>3.0.co;2-t
Subject(s) - statistics , mathematics , statistic , estimator , bias of an estimator , minimum variance unbiased estimator
In combining several tests of significance the individual test statistics are allowed to be stochastically dependent. By choosing the weighted inverse normal method for the combination, the dependency of the original test statistics is then characterized by a correlation of the transformed statistics. For this correlation a confidence region, an unbiased estimator and an unbiased estimate of its variance are derived. The combined test statistic is extended to include the case of possibly dependent original test statistics. Simulation studies show the performance of the actual significance level.