I am having trouble interpreting the z values for categorical variables in logistic regression. In the example below I have a categorical variable with 3 classes and according to the z value, CLASS2 might be relevant while the others are not. But now what does this mean? That I could merge the other classes to one? <br> That the whole variable might not be a good predictor? This is just an example and the actual z values here are not from a real problem, I just have difficulties about their interpretation. Estimate Std. Error z value Pr(>|z|) CLASS0 6.069e-02 1.564e-01 0.388 0.6979 CLASS1 1.734e-01 2.630e-01 0.659 0.5098 CLASS2 1.597e+00 6.354e-01 2.514 0.0119 *