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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: P-value using centiles |

Date |
Mon, 16 Nov 2009 07:57:06 -0500 |

<> Martin replied [R], p. 259, explains the formulas used to calculate the ci, so you want to take a cue from it... -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Paul K. Musingila Gesendet: Sonntag, 15. November 2009 01:06 An: statalist@hsphsun2.harvard.edu 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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