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st: p-values for probit
From
David Kantor <[email protected]>
To
Statalist <[email protected]>
Subject
st: p-values for probit
Date
Fri, 13 Dec 2013 17:41:22 -0500
Hello,
I could use some help in computing a p-value.
I have a program that does -regress- and picks up the coefficient,
t-value and corresponding p-value (P>|t|).
I capture the b and V matrices. For each desired variable, I get...
coef = an appropriate cell of b
var = an appropriate cell of V
t = coef / sqrt(var)
p = 2* ttail(df, abs(t))
I now want to do the analogous thing for probit, which reports a z-value.
It seems that the z-value is computed the same as the t-value. Am I correct?
What would be the p-value (P>|z|)? I am suspecting that it is
2* (1-normal(abs(z)))
Would that be correct?
Thanks if anyone can guide me.
--David
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