Are only the p-values relevant when testing the regression coefficients of a logistic regression? Does the z-value of a coefficient give any further information about the significance of the coefficient?
I know how the z-values are to be estimated, but I have some difficulties with interpreting it for each coefficient, so I am not sure if it gives any information about its significance.
Best Answer
In a logistic regression, are you sure you aren't using chi-square values instead of z-values? I've always seen Wald (if asymptotics are appropriate) and likelihood ratio chi-square values used to measure statistical significance in logistic regression.
Either way, the p-value corresponding to a chi-square value for a logistic regression coefficient has the same interpretation as the p-value corresponding to an F-value for a linear regression coefficient.
In logistic regression, the p-value corresponding to the calculated chi-square value is the probability of seeing a chi-square value at least as high as the calculated chi-square value for the equivalent model without that coefficient.