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Re: st: I have a t-statistic and am looking for the corresponding p-value


From   Philip Ryan <philip.ryan@adelaide.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: I have a t-statistic and am looking for the corresponding p-value
Date   Thu, 30 Aug 2007 21:49:09 +0930

use the -ttail()- function; see -help functions- (especially density functions).

display ttail(18, 2.1)
.0250452


Phil

Quoting Michael Barnes <michael_barnes_30@hotmail.com>:

> 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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-- 
Philip Ryan
Professor
Discipline of Public Health

Director, Data Management and Analysis Centre
Associate Dean (IT)
Faculty of Health Sciences

University of Adelaide
5005 South Australia
AUSTRALIA
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