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An adaptive truncated product method for combining dependent p-values

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  • Sheng, Xuguang
  • Yang, Jingyun

Abstract

We propose an adaptive truncated product method that facilitates the selection of the truncation point among a set of candidates. To efficiently estimate the distribution of the proposed method when the p-values are correlated, we develop a single-layer bootstrap procedure.

Suggested Citation

  • Sheng, Xuguang & Yang, Jingyun, 2013. "An adaptive truncated product method for combining dependent p-values," Economics Letters, Elsevier, vol. 119(2), pages 180-182.
    • Handle: RePEc:eee:ecolet:v:119:y:2013:i:2:p:180-182
    DOI: 10.1016/j.econlet.2013.02.013
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    References listed on IDEAS

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    1. Youngchao Ge & Sandrine Dudoit & Terence Speed, 2003. "Resampling-based multiple testing for microarray data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 1-77, June.
    2. Christoph Hanck, 2009. "Cross-sectional correlation robust tests for panel cointegration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(7), pages 817-833.
    3. Chang, Yoosoon & Park, Joon Y. & Song, Kevin, 2006. "Bootstrapping cointegrating regressions," Journal of Econometrics, Elsevier, vol. 133(2), pages 703-739, August.
    4. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.
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    Cited by:

    1. Xiaqiong Wang & Yalu Wen, 2020. "A Systematic Comparison of Methods Designed for Association Analysis with Multi-Omics Data," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 10(2), pages 30-40, August.

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    More about this item

    Keywords

    Adaptive; Panel cointegration; p-value; Truncated product method;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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