Re: [R] The meaning of 'z value' and 'Pr(>|z|)' in the result of glm

From: <Bill.Venables_at_csiro.au>
Date: Tue, 26 Feb 2008 14:14:38 +1000

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
CSIRO Laboratories
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