This advice is almost certainly false!

A "t-statistic" can be calculated, but the distribution will not
necessarily be student's t nor will the "df" be those of the rse.  See, for
example, rlm() in MASS, where values of the t-statistic are given without p
values. If Brian Ripley says that p values cannot be straightforwardly
calculated by pt(), then believe it!

-- Bert

On Fri, Jun 22, 2012 at 9:30 PM, Özgür Asar <oasar@metu.edu.tr> wrote:

> Michael,
>
> Try
>
> ?pt
>
> Best
> Ozgur
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/significance-level-p-for-t-value-in-package-zelig-tp4634252p4634271.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org 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.
>



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

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