Programming the statistical procedures from SAS

Calculation of p-Values out auf t-statistic values

Accepted Solution Solved
Reply
Occasional Contributor
Posts: 9
Accepted Solution

Calculation of p-Values out auf t-statistic values

Dear SAS-Community,

I estimated regression coefficients their standard error and the corresponding t-statistic.

Is there a possibility in SAS to calculate the p-value out of the given values? (Comparable to "TDIST" in Excel?)

Thank you very much!

Holger


Accepted Solutions
Solution
‎07-23-2013 03:57 AM
Regular Contributor
Posts: 151

Re: Calculation of p-Values out auf t-statistic values

The TDIST equivalent function in SAS is PROBT (or more precisely 1-PROBT)

View solution in original post


All Replies
Solution
‎07-23-2013 03:57 AM
Regular Contributor
Posts: 151

Re: Calculation of p-Values out auf t-statistic values

The TDIST equivalent function in SAS is PROBT (or more precisely 1-PROBT)

SAS Super FREQ
Posts: 3,310

Re: Calculation of p-Values out auf t-statistic values

PROBT is an older function. Use the CDF function instead, like this:

prob = 1 - CDF("T", x, df);

For reasos why you should use CDF instead of PROBT, see reasons 4-6 of this article: Six reasons you should stop using the RANUNI function to generate random numbers - The DO Loop

☑ This topic is SOLVED.

Need further help from the community? Please ask a new question.

Discussion stats
  • 2 replies
  • 351 views
  • 4 likes
  • 3 in conversation