Determining the method of calculating p-values for regression

69 Views Asked by At

I would like to know any kind of method I can use to find out which distribution was used to calculate the p-values in this regression output table, thanks. Only information given

1

There are 1 best solutions below

2
On BEST ANSWER

It seems they´ve used the t-distribution. The t-distribution is symmetric and we are looking for the sum the yellow colored areas, denoted with $1$ and $4$. This is $2-2\cdot F_n(|t|)$, where $F_n(|t|)$ is the cdf of the t-distribution. The degrees of freedom are $df=48-2=46$. For instance, we take $|t|=1.072$. Then we use a calculator and see that $F_{46}(1.072)=0.8553$. Therefore the p-value is $2-2\cdot 0.8553= 0.2894$

enter image description here