Programming the statistical procedures from SAS

How to convert Z-scores to p-values?

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How to convert Z-scores to p-values?

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
Grand Advisor
Posts: 16,925

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

http://support.sas.com/documentation/cdl/en/lefunctionsref/69762/HTML/default/viewer.htm#p0am6dtkvnr...

 

PROBNORM

 

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

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Solution
3 weeks ago
Grand Advisor
Posts: 16,925

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

http://support.sas.com/documentation/cdl/en/lefunctionsref/69762/HTML/default/viewer.htm#p0am6dtkvnr...

 

PROBNORM

 

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

New Contributor
Posts: 3

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

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

SAS Super FREQ
Posts: 3,317

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

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 */

New Contributor
Posts: 3

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

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

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