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Back to the forum  2018-07-23 02:12 CEST (UTC+2h)

qt in WinNonlin [Software]

posted by mittyri - Russia, 2018-01-04 23:13  - Posting: # 18144
Views: 1,962

Hi Antigoni and Helmut,

That's really weird.
As I see the problem is in quantile function, looks like approximation is not correct for low DF.

R:
qt(0.025, 1:7)
[1] -12.706205  -4.302653  -3.182446  -2.776445  -2.570582
[6]  -2.446912  -2.364624

WNL 502:
-16.50068
-4.327589
-3.18348
-2.7764075
-2.5705446
-2.4469136
-2.3646432


For compliance the same solution could be implemented as R did:
For central qt, a C translation of
Hill, G. W. (1970) Algorithm 396: Student's t-quantiles. Communications of the ACM, 13(10), 619–620.
altered to take account of
Hill, G. W. (1981) Remark on Algorithm 396, ACM Transactions on Mathematical Software, 7, 250–1.

Kind regards,
Mittyri

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