p_z: Convert the p-value you want to the z-value it actually is

In stevemisc: Steve's Miscellaneous Functions

Convert the p-value you want to the z-value it actually is

Description

I loathe how statistical instruction privileges obtaining a magical p-value by reference to an area underneath the standard normal curve, only to botch what the actual z-value is corresponding to the magical p-value. This simple function converts the p-value you want (typically .05, thanks to R.A. Fisher) to the z-value it actually is for the kind of claims we typically make in inferential statistics. If we're going to do inference the wrong way, let's at least get the z-value right.

Usage

p_z(x, ts = TRUE)

Arguments

x	a numeric vector (one or multiple) between 0 or 1
ts	a logical, defaults to TRUE. If TRUE, returns two-sided critical z-value. If FALSE, the function returns a one-sided critical z-value.

Details

p_z() takes a p-value of interest and converts it, with precision, to the z-value it actually is. The function takes a vector and returns a vector. The function assumes you're doing something akin to calculating a confidence interval or testing a regression coefficient against a null hypothesis of zero. This means the default output is a two-sided critical z-value. We're taught to use two-sided z-values when we're agnostic about the direction of the effect or statistic of interest, which is, to be frank, hilarious given how most research is typically done.

Value

This function takes a numeric vector, corresponding to the p-value you want, and returns a numeric vector coinciding with the z-value you want under the standard normal distribution. For example, the z-value corresponding with the magic number of .05 (the conventional cutoff for assessing statistical significance) is not 1.96, it's something like 1.959964 (rounding to the default six decimal points).

Examples

library(stevemisc)

p_z(.05)
p_z(c(.001, .01, .05, .1))
p_z(.05, ts=FALSE)
p_z(c(.001, .01, .05, .1), ts=FALSE)

stevemisc documentation built on Sept. 11, 2024, 5:23 p.m.