topic Re: what is T-value in logistic regression result ? in SAS Data Science

what is T-value in logistic regression result ?

majdi_ka — Mon, 22 Feb 2016 18:04:44 GMT

Hi,

I'm using SAS Enterprise Miner, and in the logistic regression node results, I have t-value, Tscore...

I want to know what it is and if it is a way to order the variables effects, or I have to look at the coefficient (or exp(coefficient)).

Thanks in advance,

Re: what is T-value in logistic regression result ?

WendyCzika — Tue, 23 Feb 2016 20:35:11 GMT

The t-value is the parameter estimate (aka coefficient) divided by its standard error. The significance of this statistic based on the T distribution is given by the P Value column, so the effects with the smallest p-values are the most significant.

Re: what is T-value in logistic regression result ?

majdi_ka — Wed, 24 Feb 2016 09:21:59 GMT

Hi @WendyCzika,

Thanks for your answer.

So this is a test for the significance of the coefficients. H0 would be beta=0 and H1 beta<> 0.

In fact, all the documentation that I found mentioned the chi-square test that we find in the output result but none of them has mentioned the T-value (In the regression hp node result there is a graphic of it), nor the Tscore.

Thanks