Hello,
I ran a proc GLM to predict a model with a countinuous variable et some categorical variables.
For each modality i have in the output the coefficients and also the t-test p-value. I'd like to know how the t-test stat is calculated. I'm not sure how it works for categorical variables. Actually, i'd like to know what "u" is used for the calculus of the test : ( mean(X) - u)/ (sigma / root(n)) .
In other words, what difference do we try to interpret, when looking at interpreting the t-test for a modality of a categorical variable ?
Thank you by advance 😉