Robust tests for combining p-values under arbitrary dependency structures
Abstract
Recently Liu and Xie proposed a p-value combination test based on the Cauchy distribution (CCT). They showed that when the significance levels are small, CCT can control type I error rate and the resulting p-value can be simply approximated using a Cauchy distribution. One very special and attractive property of CCT is that it is applicable to situations where the p-values to be combined are dependent. However, in this paper, we show that under some conditions the commonly used MinP test is much more powerful than CCT. In addition, under some other situations, CCT is powerless at all. Therefore, we should use CCT with caution. We also proposed new robust p-value combination tests using a second MinP/CCT to combine the dependent p-values obtained from CCT and MinP applied to the original p-values. We call the new tests MinP-CCT-MinP (MCM) and CCT-MinP-CCT (CMC). We study the performance of the new tests by comparing them with CCT and MinP using comprehensive simulation study. Our study shows that the proposed tests, MCM and CMC, are robust and powerful under many conditions, and can be considered as alternatives of CCT or MinP.
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