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st: p-values for probit


From   David Kantor <kantor.d@att.net>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: p-values for probit
Date   Fri, 13 Dec 2013 17:41:22 -0500

Hello,

I could use some help in computing a p-value.

I have a program that does -regress- and picks up the coefficient, t-value and corresponding p-value (P>|t|).
I capture the b and V matrices. For each desired variable, I get...
coef = an appropriate cell of b
var = an appropriate cell of V
t = coef / sqrt(var)
p = 2* ttail(df, abs(t))

I now want to do the analogous thing for probit, which reports a z-value.

It seems that the z-value is computed the same as the t-value. Am I correct?
What would be the p-value (P>|z|)? I am suspecting that it is
2* (1-normal(abs(z)))
Would that be correct?

Thanks if anyone can guide me.
--David

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