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st: RE: P-value from F-statistics in Mata


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: P-value from F-statistics in Mata
Date   Tue, 25 Oct 2011 22:23:56 +0100

Mata has functions rather than commands. In this territory, the Mata functions tend to have the same names as the Stata functions -- and deep down the code is, I understand, usually the same. Start with the help for m4_statistical and find what you want. Whether it satisfies your criteria for "easy" I couldn't say. 

Nick 
n.j.cox@durham.ac.uk 

Tobias Friedli

I testes a couple of restrictions in an OLS model "by hand" using mata
language and obtained the F - statistics value. Now i would like to
use a simple command to calculate the corresponding p-value within the
Mata language.
Is there any "easy" command to perform this calculation in mata?


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