R help - Feb 2008 - The meaning of 'z value' and 'Pr(>|z|)' in the result of glm

Hi all,

   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|)'

  Do they simpily represent the result of 'z test' ? as I perform the
'z test' for a particular variable following the definition, it yields a
different result.

Stephen Lau

       
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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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