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The harmonic mean p-value for combining dependent tests.

Daniel J Wilson1

  • 1Big Data Institute, Nuffield Department of Population Health, Li Ka Shing Centre for Health Information and Discovery, University of Oxford, Oxford OX3 7LF, United Kingdom daniel.wilson@bdi.ox.ac.uk.

Proceedings of the National Academy of Sciences of the United States of America
|January 6, 2019
PubMed
Summary
This summary is machine-generated.

The harmonic mean p-value (HMP) enhances statistical power for big data analysis by controlling the familywise error rate (FWER). This method improves the discovery of hidden patterns in large datasets, outperforming traditional procedures.

Keywords:
big datafalse positivesmodel averagingmultiple testingp-values

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Area of Science:

  • Genetics
  • Statistical analysis
  • Bioinformatics

Background:

  • Big data analysis often requires comparing millions of hypotheses to find underlying patterns, such as in genome-wide association studies (GWAS).
  • Controlling the familywise error rate (FWER) is crucial for minimizing false positives but often reduces statistical power, hindering discovery.
  • Existing methods struggle to balance strong error control with sufficient power in large-scale hypothesis testing.

Purpose of the Study:

  • To introduce a novel statistical method, the harmonic mean p-value (HMP), for analyzing big data.
  • To demonstrate that HMP controls the FWER while significantly increasing statistical power.
  • To show HMP's utility in identifying significant signals within groups of hypotheses in complex datasets.

Main Methods:

  • Developed the harmonic mean p-value (HMP) by combining dependent hypothesis tests using the generalized central limit theorem.
  • Applied HMP to analyze a human GWAS for neuroticism and a joint human-pathogen GWAS for hepatitis C viral load.
  • Compared the performance of HMP against the Benjamini-Hochberg procedure for detecting significant hypothesis groups.

Main Results:

  • HMP effectively controls the FWER, providing strong protection against false positives.
  • HMP significantly improves statistical power, enabling the detection of signals from groups of individually nonsignificant hypotheses.
  • HMP demonstrated greater power than the Benjamini-Hochberg procedure in detecting significant hypothesis groups.

Conclusions:

  • The harmonic mean p-value (HMP) offers a powerful new approach for analyzing large datasets by enhancing statistical discovery.
  • HMP successfully combines information from multiple tests to identify meaningful signals, even when individual tests are not significant.
  • This method has broad implications for accelerating scientific discovery across various fields dealing with big data.