[R] calculating t-score/t-stats as my zscores

Rui Barradas ru|pb@rr@d@@ @end|ng |rom @@po@pt
Wed May 6 17:05:20 CEST 2020


Hello,

Another option is to use stats::t.test

t.test(x)$statistic

Or, if you want to test against a beta0 != 0,

t.test(x, mu = beta0)$statistic


But in this case the estimator is the estimator for the mean value.

Hope this helps,

Rui Barradas

Às 15:54 de 06/05/20, Ana Marija escreveu:
> Thanks Patrick, so in conclusion this is fine?
> z-score=Beta/StdErr
> 
> On Wed, May 6, 2020 at 9:52 AM Patrick (Malone Quantitative)
> <malone using malonequantitative.com> wrote:
>>
>> Guessing for Ana, but no, that's a different meaning. Beta/StdErr is a
>> z statistic--a test statistic against (usually) the tails of the unit
>> normal distribution. So like a t-test with infinite df.
>>
>>
>> On Wed, May 6, 2020 at 10:41 AM Rui Barradas <ruipbarradas using sapo.pt> wrote:
>>>
>>> Hello,
>>>
>>> By z-scores do you mean function help('scale')?
>>>
>>> Hope this helps,
>>>
>>> Rui Barradas
>>>
>>> Às 15:31 de 06/05/20, Ana Marija escreveu:
>>>> Hi Rui,
>>>>
>>>> Thank you for getting back to me. Is there is a better way to
>>>> calculate Z scores if I have p values, SE and Beta?
>>>>
>>>> Thanks
>>>> Ana
>>>>
>>>> On Wed, May 6, 2020 at 9:27 AM Rui Barradas <ruipbarradas using sapo.pt> wrote:
>>>>>
>>>>> Hello,
>>>>>
>>>>> That gives the *absolute* t-scores. If it's all you need/want, then the
>>>>> answer is yes, you can.
>>>>>
>>>>> Hope this helps,
>>>>>
>>>>> Rui Barradas
>>>>>
>>>>> Às 14:28 de 06/05/20, Ana Marija escreveu:
>>>>>> Hello,
>>>>>>
>>>>>> Can I apply the quantile function qt() this way?
>>>>>> qt(pvals/2, 406-34, lower.tail = F)
>>>>>> to get the T-scores?
>>>>>>
>>>>>> Thanks
>>>>>> Ama
>>>>>>
>>>>>> ______________________________________________
>>>>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>>>> 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.
>>>>>>
>>>
>>> ______________________________________________
>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> 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.
>>
>>
>>
>> --
>> Patrick S. Malone, Ph.D., Malone Quantitative
>> NEW Service Models: http://malonequantitative.com
>>
>> He/Him/His



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