Can anyone help me understand the output of Scale parameter under 'Generalized Regression'?
What is its estimate and P value stand for?
e.g. the following output is from a model with normal link function.
In the case of the normal distribution, scale is the standard deviation. It is estimated by maximum likelihood method in GenReg in JMP Pro 12.
P-value is the probability value of the significance test H0: Scale=0. The P-value <0.0001 suggests the null hypothesis be rejected, i.e., a highly significant standard deviation.