How are regression p-values calculated (test)

[Mathieu]

Dear Lavaan community,

I am not sure whether my question is relevant but I have use Lavaan for Structural Equation Models (sem function) and I have used the summary function to get the details. I was wondering where do the regression p-values come from. In other word, which test is used to get them ?

Many thanks in advance,

Mathieu

[Terrence Jorgensen]

where do the regression p-values come from. In other word, which test is used to get them ?

It is a Wald z statistic, calculated simply by dividing the estimate by its SE.  The p value can be calculated by (e.g.) 2*pnorm(-abs(z))

Terrence D. Jorgensen

Assistant Professor, Methods and Statistics

Research Institute for Child Development and Education, the University of Amsterdam

http://www.uva.nl/profile/t.d.jorgensen

[Mathieu]

Many many many thanks for your prompt reply ! :-)