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Nick Cox
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Significance of categorical predictor in logistic regression

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?
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 *  
user695652
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