Omnibus permutation tests of the overall null hypothesis in datasets with many covariates

J Biopharm Stat. 2006 May;16(3):327-41. doi: 10.1080/10543400600609585.


Tests of the overall null hypothesis in datasets with one outcome variable and many covariates can be based on various methods to combine the p-values for univariate tests of association of each covariate with the outcome. The overall p-value is computed by permuting the outcome variable. We discuss the situations in which this approach is useful and provide several examples. We use simulations to investigate seven omnibus test statistics and find that the Anderson-Darling and Fisher's statistics are superior to the others.

Publication types

  • Research Support, N.I.H., Extramural
  • Research Support, Non-U.S. Gov't

MeSH terms

  • Computer Simulation
  • Data Interpretation, Statistical
  • Gene Expression Profiling / methods
  • Glucose Intolerance / genetics
  • Glucose Intolerance / metabolism
  • Humans
  • Male
  • Mandelic Acids / therapeutic use
  • Models, Statistical*
  • Oxidative Phosphorylation
  • Parasympatholytics / therapeutic use
  • Randomized Controlled Trials as Topic* / methods
  • Regression Analysis
  • Research Design*
  • Statistics, Nonparametric
  • Urinary Incontinence / drug therapy


  • Mandelic Acids
  • Parasympatholytics
  • oxybutynin