This picture is from page 1290 in the STATA manual: Array


The model can be made with the following code in STATA:

use https://www.stata-press.com/data/r16/auto

keep make mpg weight foreign

logit foreign weight mpg

As I understand the overall fit for the model is calculated with a chi2 test (Prob > chi2 = 0.0000), but how are the individual P-values (P>|z|) calculated?