刚刚在网上找到的:
The z value is the Wald statistic for testing the hypothesis that the corresponding parameter (regression coefficient) is zero. Under the null hypothesis it has an approximately N(0,1) distribution. P(>|z|) is the tail area in a 2-tail test, i.e. the test within a 2-sided outer hypothesis.
参考网页:(http://tolstoy.newcastle.edu.au/R/e4/help/08/02/4682.html)
请学经济学的大侠们解释下Wald统计量吧!上面这句话不是特别理解。。。