[R] how to compute p-value?

Christoph Buser buser at stat.math.ethz.ch
Wed Nov 15 09:27:33 CET 2006


Dear Michael

It calls the function pt() to calculate the p-value based on
your t statistics and the degree of freedoms.

If you are interested how it is calculated in details, you can
have a look into the source code:

 /R-2.4.0/src/nmath/pt.c

There you can find the C-code.

Hope this helps

Christoph Buser

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Michael writes:
 > Hi all,
 > 
 > I just want to understand how R computes 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]]
 > 
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 > and provide commented, minimal, self-contained, reproducible code.



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