BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
KafeelBasha
Quartz | Level 8

Hello

 

Please help me with below questions

 

1) Difference between estimates and standardized estimes in regression analysis.

 

2) Why do we get t stats in Linear regression and z stats in Logistic regression.

 

3) Please provde some references to Time series Analysis.

 

Thanks

1 ACCEPTED SOLUTION

Accepted Solutions
StatDave
SAS Super FREQ

The Wald chi-square statistic presented in the LOGISTIC and GENMOD procedures for a logistic model are just the square of a Z statistic with identical p-value. 

 

...and standardized estimates are detailed in the description of the STB option in the "Syntax: MODEL statement" section of the LOGISTIC documentation.

View solution in original post

12 REPLIES 12
Norman21
Lapis Lazuli | Level 10

This site will have the answers to those questions:

 

http://www.ats.ucla.edu/stat/sas/

 

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

Reeza
Super User

I don't think Q2 is correct. 

KafeelBasha
Quartz | Level 8

Let me frame the question again

 

In the linear regression analysis output table we are having a column on t value.

 

In the logistic regression anlaysis output table we are having a column on z value.

 

Is there any specific reason for it?.

 

Thanks

Norman21
Lapis Lazuli | Level 10

Yes, there is a specific reason for this. Have a look here:

 

http://zencaroline.blogspot.co.uk/2011/04/difference-between-z-test-and-t-test_10.html

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

Reeza
Super User

Post a screenshot of what you're referring to please. 

 

Ksharp
Super User

t value  is ususally for small size of sample.

z value is for the large size of sample.

 

When the size of sample is big enough, t almost equal z.

Here REG use t value , I guess REG want get more accurate parameter estimate.

Norman21
Lapis Lazuli | Level 10

With simple linear regression, by default the "Parameter Estimates" table contains the estimates of $\beta _0$ and $\beta _1$together with the t statistics and the corresponding p-values for testing whether each parameter is significantly different from zero. 

 

http://support.sas.com/documentation/cdl//en/statug/68162/HTML/default/viewer.htm#statug_reg_getting...

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

Reeza
Super User

And logistic regression using chi square AFAIK, not Z. I'm curious as to where OP is seeimg Z or under what circumstances that's generated. 

 

http://support.sas.com/documentation/cdl//en/statug/68162/HTML/default/viewer.htm#statug_logistic_ex...

Reeza
Super User

@KafeelBasha wrote:

 

 

2) Why do we get t stats in Linear regression and z stats in Logistic regression.

 


I tried a variety of regressions this morning and couldn't get any z-statistics from Logistic Regression using PROC LOGISTIC. Are you using a different procedure? Please post code and data to replicate your issue. 

KafeelBasha
Quartz | Level 8

Hello

 

I tried with R function glm().

 

Please refer the below link

 

http://www.ats.ucla.edu/stat/r/dae/logit.htm

 

Thanks

StatDave
SAS Super FREQ

The Wald chi-square statistic presented in the LOGISTIC and GENMOD procedures for a logistic model are just the square of a Z statistic with identical p-value. 

 

...and standardized estimates are detailed in the description of the STB option in the "Syntax: MODEL statement" section of the LOGISTIC documentation.

Reeza
Super User

@StatDave thanks for clarification! 

 

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 12 replies
  • 2222 views
  • 4 likes
  • 5 in conversation