[R] Inverse Student t-value
Nordlund, Dan (DSHS/RDA)
NordlDJ at dshs.wa.gov
Tue Sep 30 21:00:24 CEST 2014
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of JLucke at ria.buffalo.edu
> Sent: Tuesday, September 30, 2014 11:49 AM
> To: Andre
> Cc: r-help at r-project.org
> Subject: Re: [R] Inverse Student t-value
>
> My Excel (2013) returns exactly what R does. I used both T.INV and
> T.INV.T2 There is no TINV. Has Excel been updated?
>
>
I have Excel 2007, and it does have the function TINV(). And, it also returns the same value as R-3.1.1. So, there appears to be a problem with whatever unstated system and version of Excel that the OP is using.
Dan
Daniel J. Nordlund
Research and Data Analysis Division
Services & Enterprise Support Administration
Washington State Department of Social and Health Services
>
>
>
> Duncan Murdoch <murdoch.duncan at gmail.com>
> Sent by: r-help-bounces at r-project.org
> 09/30/2014 02:36 PM
>
> To
> Andre <geomodelers at gmail.com>,
> cc
> r-help at r-project.org
> Subject
> Re: [R] Inverse Student t-value
>
>
>
>
>
>
> 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
> >
> >
> >
> >
> >
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help
mailing list