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Scale parameter in Generalized Regression

Jul 26, 2016 8:57 AM
(1596 views)

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.

Thanks!

1 REPLY

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Re: Scale parameter in Generalized Regression

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.