DiagTest3Grp (version 1.6)

FisherZ: Fisher's Z transformation

Description

Fisher's Z transformation on an estimator in the range of 0~1.

Usage

FisherZ(x)

Arguments

x

A numeric value, an estimator within the range of 0 to 1.

Value

Return a numeric value---the transformed estimator z.

Details

Fisher's Z transformation transform an estimator x which is in the range of 0 and 1 to $z=1/2*log((1+x)/(1-x))$. The transformation is useful for skewed distribution of a variable between 0 and 1. z after transformation will be more normally distributed. Fisher's Z transformation has been implemented on correlation coefficient, volume under ROC.

References

Fisher, R.A. (1915) Frequency distribution of the values of the correlation coefficient in samples of an indefinitely large population. Biometrika 10 (4) 507 Xiong, C. and van Belle, G. and Miller, J.P. and Morris, J.C. (2006) Measuring and Estimating Diagnostic Accuracy When There Are Three Ordinal Diagnostic Groups. Statistics In Medicine 25 7 1251--1273.

See Also

FisherZ.Var

Examples

x <- 0.9
z <- FisherZ(x)