Z-Scores from p-Values
Posted: 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
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