scipy.stats.combine_pvalues¶
- scipy.stats.combine_pvalues(pvalues, method='fisher', weights=None)[source]¶
Methods for combining the p-values of independent tests bearing upon the same hypothesis.
Parameters: pvalues : array_like, 1-D
Array of p-values assumed to come from independent tests.
method : {‘fisher’, ‘stouffer’}, optional
Name of method to use to combine p-values. The following methods are available:
- “fisher”: Fisher’s method (Fisher’s combined probability test), the default.
- “stouffer”: Stouffer’s Z-score method.
weights : array_like, 1-D, optional
Optional array of weights used only for Stouffer’s Z-score method.
Returns: statistic: float
The statistic calculated by the specified method: - “fisher”: The chi-squared statistic - “stouffer”: The Z-score
pval: float
The combined p-value.
Notes
Fisher’s method (also known as Fisher’s combined probability test) [R507] uses a chi-squared statistic to compute a combined p-value. The closely related Stouffer’s Z-score method [R508] uses Z-scores rather than p-values. The advantage of Stouffer’s method is that it is straightforward to introduce weights, which can make Stouffer’s method more powerful than Fisher’s method when the p-values are from studies of different size [R509] [R510].
Fisher’s method may be extended to combine p-values from dependent tests [R511]. Extensions such as Brown’s method and Kost’s method are not currently implemented.
New in version 0.15.0.
References
[R507] (1, 2) https://en.wikipedia.org/wiki/Fisher%27s_method [R508] (1, 2) http://en.wikipedia.org/wiki/Fisher’s_method#Relation_to_Stouffer.27s_Z-score_method [R509] (1, 2) Whitlock, M. C. “Combining probability from independent tests: the weighted Z-method is superior to Fisher’s approach.” Journal of Evolutionary Biology 18, no. 5 (2005): 1368-1373. [R510] (1, 2) Zaykin, Dmitri V. “Optimally weighted Z-test is a powerful method for combining probabilities in meta-analysis.” Journal of Evolutionary Biology 24, no. 8 (2011): 1836-1841. [R511] (1, 2) https://en.wikipedia.org/wiki/Extensions_of_Fisher%27s_method