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

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3 weeks ago

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 -

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3 weeks ago

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3 weeks ago

PROBNORM

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

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3 weeks ago

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3 weeks ago

PROBNORM

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

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3 weeks ago

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

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3 weeks ago

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 */

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3 weeks ago

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