Jun 22, 2016
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.
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.