statistic associated with the
corresponding parameter.Purpose
Computes the two-sided P-value for a normal deviate.
Syntax
PNORM value
Arguments and Subcommands
value
The value of the normal deviate. The value may be a named constant.
Remarks
This command makes use of the routine presented by Press et
al (1986). This function can be used to compute the significance of the
score statistics for fixed parameter estimates printed in the summary output of
the FIT command. These significance statistics are
signed square roots of the single-degree-of-freedom statistic associated with the
corresponding parameter.
Example
To compute the P-values for a normal deviates. (A named constant is used in the last example.)
PNORM 1.73
PNORM -1.96
PNORM #sctst