function p=norm_prb(tratio) % PURPOSE: computes normal probability given % x/std(x) in lieu of t-statistic probabilities % for cases involving asymptotic t-ratios % --------------------------------------------------- % USAGE: prob = norm_prb(tratio) % where: tratio = bhat/std(bhat) % --------------------------------------------------- % RETURNS: prob = marginal probability % --------------------------------------------------- % NOTE: test the null hypothesis beta = 0 (2-tailed) % --------------------------------------------------- % SEE ALSO: tdis_prb, fdis_prb, chis_prb % --------------------------------------------------- % written by: % James P. LeSage, Dept of Economics % University of Toledo % 2801 W. Bancroft St, % Toledo, OH 43606 % jlesage@spatial-econometrics.com %Defaults if nargin ~= 1 error('Wrong # of arguments to norm_prb'); end; mu=0; tratio = abs(tratio); p = 2*(1-0.5*(1+erf( tratio*(1/sqrt(2))))); big=find(p>1); if any(big), p(big)=ones(size(big)); end;