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Scale parameter in Generalized Regression

juvelva

New Contributor

Joined:

Jun 22, 2016

Hi,

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.

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Thanks!

1 REPLY
jiancao

Staff

Joined:

Jul 7, 2014

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.