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,
MK
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.
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.
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
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