Image: Plaque commemorating Fisher on Inverforth House. Peter O’Connor via flickr.com, CC BY-SA 2.0
Do you know Fisher’s method for combining P-values? If you do, move along; I’ve got nothing for you. If you don’t, though, you may be interested in what’s surely the most useful statistical test that – despite the fame of Fisher himself – nobody knows about.
Fisher’s method is the original meta-analysis. When I was a grad student, and nobody had heard of meta-analysis (or cell phones, or the internal-combustion engine), I had a supervisory committee member who liked to make strong statements. One of his favourites was “A bunch of weak tests don’t add up to a strong test!” Continue reading