% PURPOSE: demo of norm_prb function % used to compute marginal probabilities % for the case of asymptotic t-ratios % %--------------------------------------------------- % USAGE: norm_prbd %--------------------------------------------------- nobs = 1000; nvar = 3; x = randn(nobs,nvar); b = ones(nvar,1); y = x*b + 100*randn(nobs,1); res = ols(y,x); prt(res); tstat = res.tstat; nprob = norm_prb(tstat); tprob = tdis_prb(tstat,nobs-nvar); in.cnames = strvcat('t-probability','normal-probability'); mprint([tprob nprob],in);