Reeza, thanks a lot for your help. I try to understand that how Chi-square can be used to test the significance of coefficient. Do you have any reference? thanks!
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It uses ML, restricted ML or method of moments? I think GENMOD uses ML to estimate it. SCALE=DEVIANCE or PEARSON is provided in GENMOD to treat dispersion differently. Can one still use DEVIANCE or PEARSON scale in HPGENSELECT?
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Usually t-test is applied to test the significance of coefficient estimates. But HPGENSELECT uses chi-square test (see table below). Why? Parameter Estimates from HPGENSELECT Parameter DF Estimate Standard Error Chi-Square Pr > ChiSq Intercept 1 3.405338 0.142788 568.768 <.0001
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