topic Re: Converting a t-statistic to a p-value in Statistical Procedures

Converting a t-statistic to a p-value

iank131 — Sat, 24 Nov 2012 16:56:14 GMT

Hi,

Can someone tell me how I can calculate in SAS 9.2 a p-value if I already have the t-statistic (and other sample statistics such as mean, sample size, degrees of freedom, etc). There are internet sites where you just give the t-stat, degrees of freedom, and select one or two-tail test and you get the desired p-value. It is just a look up table operation. How do you do this in SAS?

I know PROC MEANS can calculate p-values using the PRT option and giving the sample data etc, but it is not helpful in my (simple) problem. My t-stat comes from an event study in which I calculate the Patell t-statistic using other characteristics of the sample. All I need to do is convert it to a p-value.

Thanks.

Ian.

Re: Converting a t-statistic to a p-value

art297 — Sat, 24 Nov 2012 17:08:24 GMT

You could use the probt function. see: http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000245936.htm

Re: Converting a t-statistic to a p-value

iank131 — Sat, 24 Nov 2012 17:37:03 GMT

Thanks Arthur. I knew the answer was as simple as that. I just couldn't find the function.

This is the good thing about this forum. Really fast responses!!

Ian.