mathstatisticsregressionlinear-regressionleast-squares
Regression output - is it possible to calculate the Standard error of coefficient just with the coefficient and its p-value?
Is it possible to calculate the standard error of coefficient "beta hat 5" without the t-ratio or is is this not possible with the given data?
I would be very thankful if you could explain it just briefly and in the most easy way whether this is possible or not.
Thank you!
Solution
You can recover the value of the t-statistic from the p-value by doing an inverse lookup on your probability table. from there, you can just do t/beta_hat.
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