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 -------------------------------------------------------------- Credit and Surety PML study: visit our web page www.cs-pml.org -------------------------------------------------------------- Christoph Buser <[EMAIL PROTECTED]> Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -------------------------------------------------------------- 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]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
