[R] The meaning of 'z value' and 'Pr(>|z|)' in the result of glm
Bill.Venables at csiro.au
Bill.Venables at csiro.au
Tue Feb 26 05:14:38 CET 2008
Stephen Lau asks:
>
> I used the function 'glm' to perform logistic regression, and
> then use 'summary' to display the fitting result. There are 'z
> value' and 'Pr(>|z|)'
The z value is the Wald statistic for testing the hypothesis that the
corresponding parameter (regression coefficient) is zero. Under the
null hypothesis it has an approximately N(0,1) distribution. P(>|z|)
is the tail area in a 2-tail test, i.e. the test within a 2-sided
outer hypothesis.
>
> Do they simpily represent the result of 'z test' ?
Yes, in the sense above.
> as I perform the 'z test' for a particular variable following the
> definition, it yields a different result.
Have you found your mistake yet?
___
Bill Venables
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