topic Re: How to convert Z-scores to p-values? in Statistical Procedures

How to convert Z-scores to p-values?

mmwhite1 — Tue, 06 Jun 2017 19:56:39 GMT

I have some data for which I have calculated z-scores -does anyone know if there is a function or built-in format that will return the p-values? It's data I have standardized, so I end up with just a number and a standard error, so I can't run it through any of the statistical procs. I'm using v 9.4.

Thanks -

Re: How to convert Z-scores to p-values?

Reeza — Tue, 06 Jun 2017 20:06:00 GMT

http://support.sas.com/documentation/cdl/en/lefunctionsref/69762/HTML/default/viewer.htm#p0am6dtkvnrb09n132vioa1z6oen.htm

PROBNORM

But PROC TTEST can take statistics and do calculations. See the example in the documentation.

Re: How to convert Z-scores to p-values?

Rick_SAS — Tue, 06 Jun 2017 20:06:23 GMT

One-sided or two-sided? Use the CDF function. See "Four essential functions for statistical programmers."

z = -1.96;

prob = 2 * cdf("Normal", z); /* two-sided when z < 0 */

z = 1.96;

prob = 2 * (1 - cdf("Normal", z)); /* two-sided when z > 0 */

Re: How to convert Z-scores to p-values?

mmwhite1 — Tue, 06 Jun 2017 21:00:54 GMT

Thanks! PROBNORM is giving me values similar to those in the z-score table.

Re: How to convert Z-scores to p-values?

mmwhite1 — Tue, 06 Jun 2017 21:46:30 GMT

One-tailed - so looks like I just drop the '2*'. And thanks for the reference!