Z-Scores from p-Values

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backhaum
Posts: 11
Joined: Fri Nov 08, 2013 3:58 am

Z-Scores from p-Values

Postby backhaum » Mon Dec 15, 2014 8:48 am

Dear all,

I am actually struggling with a more or less simple problem I guess.
From my OLS regression I obtained one-sided p-values. Now I want to calculated the associated Z-Scores (as the inverse standard normal value as in Excel below):

Command in Excel: =STANDNORMINV(XX)

Is there any function that corresponds to the above mentioned transformation in Eviews? If not, how can I calculate the associated z-score manually?

Thank you very much for your helP!

Best
Max

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Z-Scores from p-Values

Postby EViews Gareth » Mon Dec 15, 2014 9:13 am

@qnorm


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