This is a very helpful article. I do have one question regarding this statement in the article: "It is worth mentioning that although the parameter estimates are not unique, there are other statistics that are unique and that do not depend on the order in which the crossproduct matrix is swept or the reference level. An example is a difference between the means of two class levels."

How does the fact that the estimate for a categorical is not unique affect the interpretation of the Pvalue for that predictor? Will the p-value interpretation always be significant or non significant for that predictor even if the estimate changes?