A Heavily Right Strategy for Integrating Dependent Studies in Any Dimension (2501.01065v1)

Abstract: Recently, there has been a surge of interest in hypothesis testing methods for combining dependent studies without explicitly assessing their dependence. Among these, the Cauchy combination test (CCT) stands out for its approximate validity and power, leveraging a heavy-tail approximation insensitive to dependence. However, CCT is highly sensitive to large $p$-values and inverting it to construct confidence regions can result in regions lacking compactness, convexity, or connectivity. This article proposes a "heavily right" strategy by excluding the left half of the Cauchy distribution in the combination rule, retaining CCT's resilience to dependence while resolving its sensitivity to large $p$-values. Moreover, the Half-Cauchy combination as well as the harmonic mean approach guarantees bounded and convex confidence regions, distinguishing them as the only known combination tests with all such desirable properties. Efficient and accurate algorithms are introduced for implementing both methods. Additionally, we develop a divide-and-combine strategy for constructing confidence regions for high-dimensional mean estimation using the Half-Cauchy method, and empirically illustrate its advantages over the Hotelling $T^2$ approach. To demonstrate the practical utility of our Half-Cauchy approach, we apply it to network meta-analysis, constructing simultaneous confidence intervals for treatment effect comparisons across multiple clinical trials.