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st: RE: Create P value for Z score


From   "FEIVESON, ALAN H. (AL) (JSC-SK311) (NASA)" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: Create P value for Z score
Date   Fri, 9 Dec 2005 13:09:13 -0600

Ying - 

If Z is a Stata variable and you want a two-sided p-value (what is reported
in standard Stata output) then use 

gen pv=2*(1-norm(abs(Z))) 

AL Feiveson



-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of [email protected]
Sent: Friday, December 09, 2005 12:35 PM
To: [email protected]
Subject: st: Create P value for Z score

Hi, all,

I have a variable which is the Z score of Beta coeffcient (Standard normal
distribution). I also want to create a new variable which is the p value of
the Z score. Does anybody have the command or programs to share?

Thanks,
Ying



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