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Martin replied
[R], p. 259, explains the formulas used to calculate the ci, so you want to
take a cue from it...
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Betreff: st: P-value using centiles
Att.
I have a an output from centile and I want to get a p-value i do i go about
this using stata commands.
Note well the statement in help centile and [R] centile that the CI presented "makes no specific assumptions about the distribution". It is hard to imagine computing a P-value from the ratio of the centile to its s.e. if you do not have some assumption on the distribution of that object. On the other hand, if you use centile's meansd option, normality is assumed. The last part of [R] centile gives the very simple formula for the s.e. in that instance, and it could be evaluated against the Normal cdf to derive a p-value.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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