search for: std_beta_hat

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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 [[alternative HTML version deleted]]