11-24-2012 11:56 AM
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.
Need further help from the community? Please ask a new question.