How to convert Z-scores to p-values?

[mmwhite1]

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 -

[Reeza · Accepted solution]

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.

[mmwhite1]

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

[Rick_SAS]

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 */

[mmwhite1]

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