[R] Inverse Student t-value

[Nordlund, Dan (DSHS/RDA)]

> -----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
> >
> >
> >
> >
> >
> 
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