[R] Inverse Student t-value
Andre
geomodelers at gmail.com
Tue Sep 30 20:26:37 CEST 2014
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.
Hope solve this problem.
Cheers!
On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch <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>> 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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