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Re: st: Why is there a fixed alpha for the P>|z| estimated with poisson?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why is there a fixed alpha for the P>|z| estimated with poisson?
Date   Fri, 12 Oct 2007 21:39:10 +0100 (BST)

--- Diego Bassani <diego.bassani@gmail.com> 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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