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Suppose I obtain a coefficient $\hat{\beta_i}$ and it has 0.01 < p < 0.05. I believe the effect is real so I want to gather more data. Assuming $\hat{\beta_i}$ is close to the correct coefficient, how many more data points are required to obtain p < 0.01?

cgreen
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    A p-value is a random variable, so you can at best calculate the probability Pr(P<0.01). Given the distribution of $\hat{\beta}_i$ this shouldn't be too hard. – Knarpie Nov 21 '19 at 08:32
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    @Knarpie Well we know the normalized coefficient is t-distributed. The problem is that with more samples you’d expect the standard deviation to decrease and the degrees of freedom to go up...so it’s complicated. – cgreen Nov 21 '19 at 16:40
  • It seems, we're look for the same – Christoph Nov 22 '19 at 10:07

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