How do I print the p-value?
Is there an easy way of printing the p-value of a variable in an OLS-regression? I am doing a do-loop and need just the variables coefficient (got that with the option coef=) and its associated p-value.
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Is there an easy way of printing the p-value of a variable in an OLS-regression? I am doing a do-loop and need just the variables coefficient (got that with the option coef=) and its associated p-value.
See page 432 of the SHAZAM 11 manual.
This can be done by looking up the p-value from the Student's t-distribution using the DISTRIB command.
* Store the t-ratios from the regression
ols consume income / tratio=tr
* Set the sample to the number of regressors using the temporary variable $k
sample 1 $k
* Seek value from distribution
genr tr=abs(tr)
distrib tr / type=t df=$df cdf=cdf
* Now get the p-value for a 2-sided test.
genr p_val=2*(1-cdf)
print tr p_val
Asked: 2014-04-28 22:45:10 +0000
Seen: 187 times
Last updated: May 02 '14
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