I calculated the confidence intervals for the regression coefficients using the formula: SE X 1.96. I then took this value away from the regression coefficient to get the lower confidence level and added it to the regression coefficient to get the upper confidence level. However, for those z tests and associated p values which are significant I am getting confidence intervals which include 1.
Predictor variable 1: Coefficient = 1.08 SE = 0.47 Z test = 2.3 p value = 2.2e-02 Confidence interval calculation: SE X 1.96 = 0.47 X 1.96 = 0.92 1.08 - 0.92 = 0.16 1.08 + 0.92 = 2 Lower and upper confidence levels = (0.16, 2)
I'm just wondering why this may be the case?
Thanks so much!