Parameter Estimates for Generalized Linear Models

Fit Analyses

The Parameter Estimates table for generalized linear models, as illustrated by Figure 39.18, includes the following:

Variable: names the variable associated with the estimated parameter. The name INTERCEPT represents the estimate of the intercept parameter.
DF: is the degrees of freedom associated with each parameter estimate. There is one degree of freedom unless the model is not full rank. In this case, any parameter that is confounded with previous parameters in the model has its degrees of freedom set to 0.
Estimate: is the parameter estimate.
Std Error: is the estimated standard deviation of the parameter estimate.
ChiSq: is the $\chi^2$ test statistic for testing that the parameter is 0. This is computed as the square of the ratio of the parameter estimate divided by the standard error.
Pr > ChiSq: is the probability of obtaining an $\chi^2$ statistic greater than that observed given that the true parameter is 0. A small p-value is evidence for concluding that the parameter is not 0.

Figure 39.18: Parameter Estimates Table for Generalized Linear Models