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07-14-2014 08:01 AM

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

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07-14-2014
08:44 AM

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07-14-2014 08:44 AM

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07-14-2014
08:44 AM

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07-14-2014 08:44 AM