I just ran example(glm) and happened to notice that models based on
the Gamma distribution gives a t test, while the Poisson models give a
z test. Why?
Both are b/s.e., aren't they?
I can't find documentation supporting the claim that the distribution
is more like t in one case than another, except in the Gaussian case
(where it really is t).
Aren't all of the others approximations based on the Wald idea that
bhat^2
------------
Var(bhat)
is asymptotically Chi-square? And that sqrt(Chi-square) is Normal.
While I'm asking, I wonder if glm should report them at all. I've
followed up on Prof Ripley's advice to read the Hauck & Donner article
and the successors, and I'm persuaded that we ought to just use the
likelihood ratio test to decide about individual parameters.
--
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas
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