--- Diego Bassani <[email protected]> wrote:
> I have realized that the p-value for the null hypothesis (regression
> coefficient = zero given that the rest of the predictors are in the
> model) does not change when level (CI) is altered.
> Why is the alpha for the p-value calculation in the z distribution
> fixed, and is this true for other regression models as well?
Yes, as it should be. The p-value is the probability of observing the
data given that the null hypothesis is true. The p-value is a
characteristic of the combination of data and model and does not depend
on the theshold / alpha. The interpretation of the p-value (significant
versus not significant) does depend on the alpha.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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