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Simple spreadsheet implementing Fisher's method for meta-analysis, Strouffer's method, and an empircal rule of thumb that is shown to be close to Stouffer
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By Ronny Kohavi
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https://bit.ly/metaAnalysisRonnyK
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4/9/2023 Note: Fisher's method in the original spreadsheet had a bug, where the density function was used instead of the right tail. Thanks to Yevhen Kralych for pointing this out
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Strangely, the corrected Fisher's method does not align with Stouffer, as it did before. Alex Deng and Georgi Georgiev have both look at this and confirmed the new numbers look correct.
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1/26/2024: If we're looking at two treatment effects that are aligned, then we should halve the p-value for one-tail. Added column for Fisher's aligned direction.
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This makes the two methods much closer
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P-value 10.1
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P-value 20.1
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Fisher's p-value0.05605170186
Wikipedia says two 0.1 combined is 0.05
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Fisher's aligned0.01747866137
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Stouffer0.02000925385
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Val1Val2Fisher's method Chi^2
Fisher's two-tailed p-value
Fisher's method with direction alignmentFisher's aligned direction p-valueZ-score1Z-score2Stouffer
P-value Stouffer
Delta
Ronny's Rule of thumb (2*p1*p2)
Delta
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0.150.157.588479940.107870399310.361068660.03476550561-1.439531472-1.439531472-2.0358049320.041770-0.0661000.0450.003230
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0.140.147.8644514250.0966716239710.637040150.03096074836-1.47579103-1.47579103-2.087083690.036881-0.0597910.03920.002319
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0.130.138.1608833140.08585946410.933472040.02732195968-1.514101889-1.514101889-2.1412634260.032253-0.0536070.03380.001547
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0.120.128.4810541450.0754635898411.253642870.02385655716-1.554773595-1.554773595-2.1987819040.027893-0.0475700.02880.000907
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0.110.118.8290996530.065516052911.601688370.02057255367-1.598193139-1.598193139-2.2601864120.023810-0.0417060.02420.000390
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0.10.19.2103403720.0560517018611.982929090.01747866137-1.644853625-1.644853625-2.3261743050.020009-0.0360420.02-0.000009
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0.090.099.6317824350.0471087188612.404371160.0145844258-1.69539771-1.69539771-2.3976544350.016500-0.0306080.0162-0.000300
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0.080.0810.102914580.0387293266512.87550330.01190040264-1.750686073-1.750686073-2.4758439880.013292-0.0254370.0128-0.000492
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0.070.0710.637040150.0309607483613.409628870.009438397683-1.811910674-1.811910674-2.5624286490.010394-0.0205660.0098-0.000594
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0.060.0611.253642870.0238565571614.026231590.007211804215-1.880793606-1.880793606-2.6598438260.007818-0.0160390.0072-0.000618
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0.050.0511.982929090.0174786613714.755517820.005236099318-1.959963986-1.959963986-2.7718076510.005575-0.0119040.005-0.000575
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0.040.0412.87550330.0119004026415.648092020.003529618404-2.053748909-2.053748909-2.9044395610.003679-0.0082210.0032-0.000479
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0.030.0314.026231590.00721180421516.798820310.002114867285-2.170090375-2.170090375-3.0689712410.002148-0.0050640.0018-0.000348
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0.020.0215.648092020.00352961840418.420680740.001021034037-2.326347874-2.326347874-3.2899527150.001002-0.0025280.0008-0.000202
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0.010.0118.420680740.00102103403721.193269470.0002899158683-2.575829306-2.575829306-3.642772740.000270-0.0007510.0002-0.000070
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0.0090.00918.842122810.000844105973721.614711530.0002390989542-2.612054144-2.612054144-3.6940023960.000221-0.0006230.000162-0.000059
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0.0080.00819.313254950.000682024158422.085843670.0001926867494-2.652069811-2.652069811-3.7505930950.000176-0.0005060.000128-0.000048
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0.0070.00719.847380520.000535260822722.619969240.0001507973116-2.696844264-2.696844264-3.8139137330.000137-0.0003980.000098-0.000039
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0.0060.00620.463983240.000404351698323.236571960.0001135645738-2.747781388-2.747781388-3.8859497050.000102-0.0003020.000072-0.000030
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0.0050.00521.193269470.000289915868323.965858190.00008114330684-2.80703377-2.80703377-3.9697452280.000072-0.0002180.00005-0.000022
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0.0040.00422.085843670.000192686749424.858432390.00005371686479-2.87816174-2.87816174-4.0703353680.000047-0.0001460.000032-0.000015
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0.0030.00323.236571960.000113564573826.009160680.00003151030577-2.967737925-2.967737925-4.1970152240.000027-0.0000870.000018-0.000009
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0.0020.00224.858432390.0000537168647927.631021120.00001481551056-3.090232305-3.090232305-4.3702484360.000012-0.0000410.000008-0.000004
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0.0010.00127.631021120.0000148155105630.403609840.00000405045123-3.290526728-3.290526728-4.6535075260.000003-0.0000120.000002-0.000001
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