Timeline for z-values vs t-values in (generalized) linear models [duplicate]
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Aug 1, 2023 at 1:54 | history | duplicates list edited | kjetil b halvorsen♦ | duplicates list edited from Wald test in regression (OLS and GLMs): t- vs. z-distribution to Wald test in regression (OLS and GLMs): t- vs. z-distribution, what does the normality assumption in OLS and glm imply | |
Aug 1, 2023 at 1:53 | history | closed | kjetil b halvorsen♦ | Duplicate of Wald test in regression (OLS and GLMs): t- vs. z-distribution | |
Jul 29, 2023 at 21:30 | comment | added | user344849 | Thanks for the input, I just updated the question to include that | |
Jul 29, 2023 at 21:29 | history | edited | user344849 | CC BY-SA 4.0 |
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Jul 29, 2023 at 21:22 | history | edited | user344849 | CC BY-SA 4.0 |
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Jul 29, 2023 at 4:01 | comment | added | Glen_b |
They're both approximations. They will often be closer to each other than either will be to the thing they're approximating. I think in R, with glm it tends to use t for choices of family where the dispersion parameter is estimated and z when the dispersion parameter is fixed, though perhaps it also depends on what arguments you use.
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Jul 28, 2023 at 23:02 | history | edited | user344849 | CC BY-SA 4.0 |
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Jul 28, 2023 at 22:56 | history | asked | user344849 | CC BY-SA 4.0 |