R help - Jun 2008 - weighted inverse chi-square method for combining p-values

Hi,

This is more of a general question than a pure R one, but I hope that is OK.
I want to combine one-tailed independent p-values using the weighted version
of fisher's inverse chi-square method. The unweighted version is pretty
straightforward to implement. If x is a vector with p-values, then I guess
that this will do for the unweighted version:

statistic <- -2*sum(log(x))
comb.p <- 1-pchisq(statistic,2*length(x))

Has anyone written some R code for the weighted version?

Regards,
Anders Cederfeldt

	[[alternative HTML version deleted]]

Are you sure you want to use Fisher's method?

http://www.burns-stat.com/pages/Working/perfmeasrandport.pdf
page 13 shows an example where Fisher's method
is not attractive, but Stouffer's method gives reasonable
results.  Weighting in Stouffer's method is straightforward.


Patrick Burns
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Andreas Cederfeldt wrote:
> Hi,
>
> This is more of a general question than a pure R one, but I hope that is
OK.
> I want to combine one-tailed independent p-values using the weighted
version
> of fisher's inverse chi-square method. The unweighted version is pretty
> straightforward to implement. If x is a vector with p-values, then I guess
> that this will do for the unweighted version:
>
> statistic <- -2*sum(log(x))
> comb.p <- 1-pchisq(statistic,2*length(x))
>
> Has anyone written some R code for the weighted version?
>
> Regards,
> Anders Cederfeldt
>
> 	[[alternative HTML version deleted]]
>
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