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11-24-2012 11:56 AM

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.

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11-24-2012
12:08 PM

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11-24-2012 12:08 PM

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11-24-2012
12:08 PM

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11-24-2012 12:08 PM

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11-24-2012 12:37 PM

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.