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


From   Philip Ryan <[email protected]>
To   [email protected]
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 <[email protected]>:

> 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
CRICOS Provider Number 00123M
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