The harmonic mean p -value for combining dependent tests

-value (HMP), which controls the FWER while greatly improving statistical power by combining dependent tests using generalized central limit theorem. I show that the HMP effortlessly combines information to detect statistically significant signals among groups of individually nonsignificant hypotheses in examples of a human GWAS for neuroticism and a joint human-pathogen GWAS for hepatitis C viral load. The HMP simultaneously tests all ways to group hypotheses, allowing the smallest groups of hypotheses that retain significance to be sought. The power of the HMP to detect significant hypothesis groups is greater than the power of the Benjamini-Hochberg procedure to detect significant hypotheses, although the…

• WT
  Wellcome Trust

  Award: 101237/Z/13/Z
• RS
  Royal Society

  Award: 101237/Z/13/Z
• MR
  Medical Research Council

  Awards: MR/K01532X/1, MR/K01532X/1