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
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.
This site will have the answers to those questions:
http://www.ats.ucla.edu/stat/sas/
I don't think Q2 is correct.
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
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
Post a screenshot of what you're referring to please.
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.
With simple linear regression, by default the "Parameter Estimates" table contains the estimates of and
together with the t statistics and the corresponding p-values for testing whether each parameter is significantly different from zero.
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.
@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.
Hello
I tried with R function glm().
Please refer the below link
http://www.ats.ucla.edu/stat/r/dae/logit.htm
Thanks
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.
@StatDave thanks for clarification!
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