Displaying 1 result from an estimated 1 matches for "std_beta_hat".
2006 Nov 15
1
how to compute p-value?
...es p-value in a simple linear
regression model? The reason is that in Matlab in the
function which "evaluate standard errors for multivariate normal
regression", it just provide estimates and standard errors, without giving
out p-value,
It computes t-statistics as follows:
abs(beta_hat/std_beta_hat)
how to go further to get p-value?
Thanks
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