How are regression p-values calculated (test)

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Mathieu

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Jun 2, 2020, 3:40:10 AM6/2/20
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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

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Jun 2, 2020, 3:48:13 AM6/2/20
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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

Mathieu

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Jun 2, 2020, 3:58:38 AM6/2/20
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Many many many thanks for your prompt reply ! :-)
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