Cookies on this website

We use cookies to ensure that we give you the best experience on our website. If you click 'Accept all cookies' we'll assume that you are happy to receive all cookies and you won't see this message again. If you click 'Reject all non-essential cookies' only necessary cookies providing core functionality such as security, network management, and accessibility will be enabled. Click 'Find out more' for information on how to change your cookie settings.

Analysis of “big data” frequently involves statistical comparison of millions of competing hypotheses to discover hidden processes underlying observed patterns of data, for example, in the search for genetic determinants of disease in genome-wide association studies (GWAS). Controlling the familywise error rate (FWER) is considered the strongest protection against false positives but makes it difficult to reach the multiple testing-corrected significance threshold. Here, I introduce the harmonic mean p-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 latter only controls the weaker false discovery rate (FDR). The HMP has broad implications for the analysis of large datasets, because it enhances the potential for scientific discovery.

Original publication

DOI

10.1073/pnas.1814092116

Type

Journal article

Journal

Proceedings of the National Academy of Sciences

Publisher

Proceedings of the National Academy of Sciences

Publication Date

22/01/2019

Volume

116

Pages

1195 - 1200