Regression Analysis

[KafeelBasha]

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

[Norman21]

This site will have the answers to those questions:

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

[Reeza]

I don't think Q2 is correct. 

[KafeelBasha]

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]

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

[Reeza]

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

[Ksharp]

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]

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. 

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

[Reeza]

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]

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@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]

Hello

I tried with R function glm().

Please refer the below link

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

Thanks

[StatDave · Accepted solution]

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]

@StatDave thanks for clarification!