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p-value

mrfarhankhan

Hi experts,

How can I generate p-value for 95% confidence interval using rapidminer ?

Thanking in advance
Farhan !

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mrfarhankhan

:-\ anyone ?

yoni1961

Anyone???? How come no one answered such a basic question? Please help 😊

rfuentealba

Hello, @yoni1961:

This question was written more than 5 years ago. Sometimes we don't look at the past questions, as there are too many present ones. The beauty of this forum is that, instead of bashing you for reviving old threads, we are pleased that you actually went to find the historical questions to find your answer. So here it is, somehow.

The theory behind the calculation of p-value from a confidence interval says:

Get your confidence interval.
Get the upper and lower limits for the confidence interval.
Calculate the standard error as (upper - lower) / (2 * 1.96) (this is for 95% confidence)
Calculate the test statistic as estimate of effect / standard error.
Finally calculate the P value = (1 / √2π ) * e^(-z2/2)

However, getting the confidence interval is quite tricky:

https://community.rapidminer.com/discussion/44631/how-to-create-confidence-intervals-for-numeric-prediction

Instead of all this burden, you may want to play with T-Test operator to compare two performance vectors using statistical significance tests.

https://docs.rapidminer.com/latest/studio/operators/validation/performance/significance_tests/t_test.html

By using an ANOVA, you'll get the same result. Just take a look at the annotation in the end:

Image: https://us.v-cdn.net/6030995/uploads/editor/8d/xljwktjjbngi.png

All the best,

Rodrigo.

yoni1961

Thank you so much Rodrigo for the positive attitude (!) and the useful information! I appreciate it very much!

Telcontar120

If you are more interested in p-values and related concepts (like confidence intervals) then you may also want to look at the Statistics extension, available in the Marketplace, which provides several other popular statistical tests beyond the t-test and the two-way ANOVA (both of which are available in the basic RapidMiner installation).