scipy.stats.combine_pvalues¶

scipy.stats.
combine_pvalues
(pvalues, method='fisher', weights=None)[source]¶ Methods for combining the pvalues of independent tests bearing upon the same hypothesis.
Parameters:  pvalues : array_like, 1D
Array of pvalues assumed to come from independent tests.
 method : {‘fisher’, ‘stouffer’}, optional
Name of method to use to combine pvalues. The following methods are available:
 “fisher”: Fisher’s method (Fisher’s combined probability test), the default.
 “stouffer”: Stouffer’s Zscore method.
 weights : array_like, 1D, optional
Optional array of weights used only for Stouffer’s Zscore method.
Returns:  statistic: float
The statistic calculated by the specified method:  “fisher”: The chisquared statistic  “stouffer”: The Zscore
 pval: float
The combined pvalue.
Notes
Fisher’s method (also known as Fisher’s combined probability test) [1] uses a chisquared statistic to compute a combined pvalue. The closely related Stouffer’s Zscore method [2] uses Zscores rather than pvalues. 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 pvalues are from studies of different size [3] [4].
Fisher’s method may be extended to combine pvalues from dependent tests [5]. Extensions such as Brown’s method and Kost’s method are not currently implemented.
New in version 0.15.0.
References
[1] (1, 2) https://en.wikipedia.org/wiki/Fisher%27s_method [2] (1, 2) https://en.wikipedia.org/wiki/Fisher%27s_method#Relation_to_Stouffer.27s_Zscore_method [3] (1, 2) Whitlock, M. C. “Combining probability from independent tests: the weighted Zmethod is superior to Fisher’s approach.” Journal of Evolutionary Biology 18, no. 5 (2005): 13681373. [4] (1, 2) Zaykin, Dmitri V. “Optimally weighted Ztest is a powerful method for combining probabilities in metaanalysis.” Journal of Evolutionary Biology 24, no. 8 (2011): 18361841. [5] (1, 2) https://en.wikipedia.org/wiki/Extensions_of_Fisher%27s_method