Hi everyone,
From regression results, I want to calculate p-value or t-statistics value or z-statistic value from the given value of standard error and degree of freedom in the regression model (as I only have values of individual coefficients with standard error in regression output).
Kindly guide me the process or formula how I will compute p-value/ t-value/z-value from a given value of standard error.
thank you
The t-value is the ratio of the coefficnet and its standard error.
The p-value is obtained from a t-distribution with the given number of degrees of freedom (llok up in tables or use a computer software; Excel gives you the p-value through the function T.DIST or T.DIST.2T).
@Wali ur Rehman Sir, please provide some detail for your commentYou can get approximately p-value close to the actual p-value, which could be used for interpretation.
"You can get approximately p-value close to the actual p-value, which could be used for interpretation".
I tried it but it seems little confusing.
thanks in anticipation
Actually i tried it and got accurate p valuea. But this is not recommended approach.
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