Dear all,
I'm very curious as to how Stata exactly calculates T-Values.
For example: when I do
this is the output:
mean = mean(car) t = 3.4898
Ho: mean = 0 degrees of freedom = 5485
So how does Stata compute t? By what formula?
I'm very curious as to how Stata exactly calculates T-Values.
For example: when I do
ttest car == 0 (where car is cumulative abnormal returns)
mean = mean(car) t = 3.4898
Ho: mean = 0 degrees of freedom = 5485
So how does Stata compute t? By what formula?