[R] Inverse Student t-value
Duncan Murdoch
murdoch.duncan at gmail.com
Tue Sep 30 20:36:46 CEST 2014
On 30/09/2014 2:26 PM, Andre wrote:
> Hi Duncan,
>
> Actually, I am trying trace the formula for the "Critical value of Z"
> and manual formula is
> =(I7-1)/SQRT(I7)*SQRT((TINV(0.05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))
>
> So, I got new problem for TINV formula. I just need a manual equation
> for TINV.
Sorry, can't help. I'm not sure I understand what you want, but if it's
a simple formula for quantiles of the t distribution, it doesn't exist.
Duncan Murdoch
>
> Hope solve this problem.
>
> Cheers!
>
>
> On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch
> <murdoch.duncan at gmail.com <mailto:murdoch.duncan at gmail.com>> wrote:
>
> On 30/09/2014 2:11 PM, Andre wrote:
>
> Hi Duncan,
>
> No, that's correct. Actually, I have data set below;
>
>
> Then it seems Excel is worse than I would have expected. I
> confirmed R's value in two other pieces of software,
> OpenOffice and some software I wrote a long time ago based on an
> algorithm published in 1977 in Applied Statistics. (They are
> probably all using the same algorithm. I wonder what Excel is doing?)
>
> N= 1223
> alpha= 0.05
>
> Then
> probability= 0.05/1223=0.0000408831
> degree of freedom= 1223-2= 1221
>
> So, TINV(0.0000408831,1221) returns 4.0891672
>
>
> Could you show me more detail a manual equation. I really
> appreciate it if you may give more detail.
>
>
> I already gave you the expression: abs(qt(0.0000408831/2,
> df=1221)). For more detail, I suppose you could look at the help
> page for the qt function, using help("qt").
>
> Duncan Murdoch
>
>
> Cheers!
>
>
> On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch
> <murdoch.duncan at gmail.com <mailto:murdoch.duncan at gmail.com>
> <mailto:murdoch.duncan at gmail.com
> <mailto:murdoch.duncan at gmail.com>>> wrote:
>
> On 30/09/2014 1:31 PM, Andre wrote:
>
> Dear Sir/Madam,
>
> I am trying to use calculation for two-tailed inverse
> of the
> student`s
> t-distribution function presented by Excel functions like
> =TINV(probability, deg_freedom).
>
> For instance: The Excel function
> =TINV(0.0000408831,1221) = returns
> 4.0891672.
>
> Would you like to show me a manual calculation for this?
>
> Appreciate your helps in advance.
>
>
> That number looks pretty far off the true value. Have you
> got a
> typo in your example?
>
> You can compute the answer to your question as
> abs(qt(0.0000408831/2, df=1221)), but you'll get 4.117.
>
> Duncan Murdoch
>
>
>
>
>
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