I have a t-statistic, and the number of observations, is it possible to have
stata find 1-a/2 (p-value) for me? Just in case that is unclear let me try
to clarify...I have an expected value for income Yhat, and I want to know
the probability that income is below the poverty level PL (a constant). In
order to find this I am going to form a confidence interval with PL being my
lower confidence interval limit. In other words, Yhat-[t(1-a/2;
n-2)*s{Yhat}]=lower confidence interval limit, or
Yhat-[t(1-a/2; n-2)*s{Yhat}]=PL. I know Yhat, s{Yhat}, n-2, and PL, I can
therefore solve for
t(1-a/2; n-2): t(1-a/2; n-2)=(Yhat-PL)/s{Yhat}. Where 1-a/2 is my p-value,
or probability of being past my lower confidence interval limit (in this
case the poverty level). Assume n=20 and I solved for the t-statistic and
get 2.1...I then have 2.1=t(1-a/2; 18). Is there any way of telling Stata
that I want the p-value given a t-statistic of 2.1, and n-2=18? In this
case, the p-value would be: 0.025, or 2.5%.
I would appreciate any insights!
Thanks,
Mike
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