Using simulation to compute p-values

oriti — Mon, 14 Jul 2014 12:01:20 GMT

Dear all, Dear Rick,

I simulated 20,000 data of OLS coefficients under the null that the coefficient is equal to zero.

Now I have 20000 simulated data and one observed coefficient.

I want to calculate the p - value.( The probability of getting the results I did given that the null hypothesis is true)

In Rick Wicklin's book, he suggested for chi-square procedure:

pval=sum(Q>=qObs)/Numsample;

But in my case is it right? Isn't it p-value for one-tailed test ?

Do I need to take

pval=2*sum(Q>=qObs)/Numsample;

Thank's,

Orit

Re: Using simulation to compute p-values

Rick_SAS — Mon, 14 Jul 2014 12:44:33 GMT