Z-score. A Z-score (also referred to as a standard score) indicates the number of standard deviations that an observed value is from the mean in a standard normal distribution. For example, a Z-score of 1 indicates that the observed value is 1 standard deviation from the mean. A value can be above, below, or equal to the mean, indicated by the
The Z-score is a measure of how extreme the observed regression coefficient is under the hypothetical scenario that the true regression coefficient is equal to 0. A large Z score means that the observed regression coefficient is extreme, and therefore unlikely, in this hypothetical scenario. Getting such an extreme coefficient under this
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how to calculate z score
