title: same regression, different statistics (R v. SAS)?
body: <p>I ran the same probit regression in SAS and R and while my coefficient estimates are (essentially) equivalent, the reported test statistics are different. Specifically, SAS reports test statistics as t-statistics whereas R reports test statistics as z-statistics.</p>
  
  <p>I checked my econometrics text and found (with little elaboration) that it reports probit results in terms of t statistics.</p>
  
  <p>Which statistic is appropriate? And why does R differ from SAS?</p>
  
  <p>Here's my SAS code:</p>
  
  <pre><code>proc qlim data=DavesData;
   model y = x1 x2 x3/ discrete(d=probit);
  run;
  quit;
  </code></pre>
  
  <p>And here's my R code:</p>
  
  <pre><code>&gt; model.1 &lt;- glm(y ~ x1 + x2 + x3, family=binomial(link="probit"))
  &gt; summary(model.1)
  </code></pre>