Well, just looking at the first result, it gives a formula for combining n p-values that as near as I can tell, lacks the property that C(p1,p2,p3) = C(C(p1,p2),p3). I suspect this is a result of unspoken assumptions that the combined p-values were obtained in a similar fashion (which I violate by trying to combine a p-value combined from two experiments with another obtained from a third experiment), which would be information not contained in the p-value itself. I am not sure of this because I did not completely follow the derivation.
But is there a particular paper I should look at that gives a good answer?
Fair enough, though it probably isn’t worth my time either.
Unless someone claims that they have a good general method for combining p-values, such that it does not matter where the p-values come from, or in what order they are combine, and can point me at one specific method that does all that.
Well, just looking at the first result, it gives a formula for combining n p-values that as near as I can tell, lacks the property that C(p1,p2,p3) = C(C(p1,p2),p3). I suspect this is a result of unspoken assumptions that the combined p-values were obtained in a similar fashion (which I violate by trying to combine a p-value combined from two experiments with another obtained from a third experiment), which would be information not contained in the p-value itself. I am not sure of this because I did not completely follow the derivation.
But is there a particular paper I should look at that gives a good answer?
I haven’t actually read any of that literature—Cox’s theorem suggests it would not be a wise investment of time. I was just Googling it for you.
Fair enough, though it probably isn’t worth my time either.
Unless someone claims that they have a good general method for combining p-values, such that it does not matter where the p-values come from, or in what order they are combine, and can point me at one specific method that does all that.