Programming the statistical procedures from SAS

Converting a t-statistic to a p-value

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Converting a t-statistic to a p-value

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


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Solution
‎11-24-2012 12:08 PM
PROC Star
Posts: 7,416

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

Contributor
Posts: 53

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

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!! Smiley HappySmiley Happy

Ian.

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