The DOI matches its Crossref record; 26 of the 26 references it cites were found in a registry or an index.
Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
Open accessAbstract
–Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher’s combination test. In modern large-scale data analysis, correlation and sparsity are common features and efficient computation is a necessary requirement for dealing with massive data. To overcome these challenges, we propose a new test that takes advantage of the Cauchy distribution. Our test statistic has a simple form and is defined as a weighted sum of Cauchy transformation of individual p-values. We prove a nonasymptotic result that the tail of the null distribution of our proposed test statistic can be well approximated by a Cauchy distribution under arbitrary dependency structures. Based on this theoretical result, the p-value calculation of our proposed test is not only accurate, but also as simple as the classic z-test or t-test, making our test well suited for analyzing massive data. We further show that the power of the proposed test is asymptotically optimal in a strong sparsity setting. Extensive simulations demonstrate that the proposed test has both strong power against sparse alternatives and a good accuracy with respect to p-value calculations, especially for very small p-values. The proposed test has also been applied to a genome-wide association study of Crohn’s disease and compared with several existing tests. Supplementary materials for this article are available online.
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Wainberg, M., Kamber, R. A., Balsubramani, A., Meyers, R. M., Sinnott-Armstrong, N., Hornburg, D., Jiang, L., Chan, J., Jian, R., Gu, M., et al. (2021) · Nature Genetics · doi:10.1038/s41588-021-00840-z · Cited by 204
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Metadata
- Authors
- Liu, Y., & Xie, J.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 2019-04-25
- Volume
- 115
- Issue
- 529
- Pages
- 393-402
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2889418962
- Cited by
- 477
- References
- 26
- FWCI
- 31.18
- Type
- journal article
- Language
- en
- Open access
- green
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- Liu, Y., & Xie, J. (2020). Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2018.1554485
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