CODEWITHSUNDEEP
matlabstatistics
mat
mat

Reputation: 2617

MATLAB where are stored the F and p values when using fitlm

I'm using fitlm to test a linear model:

mdl = fitlm(tbl,'GPA ~ 1 + HSRANK + SATV + SATM')

When using the function disp(mdl), the following output appears: enter image description here

My question is, where are stored the F-statistic vs. constand model and the p-value? I suppose they should be stored in the the mdl lineal model, but I can't find them.

Upvotes: 1

Views: 1879

Answers (1)

harre
harre

Reputation: 7297

The most common test statistics are available from within LinearModel object, but this is not the case for the F-statistic. Rather you can access it with coefTest or for a more elaborate view anova.

Let us have a look at this reproducible example (a classic from MathWorks): 

% Load some standard data 
load imports-85
ds = dataset(X(:,7),X(:,8),X(:,9),X(:,15),'Varnames',{'curb_weight','engine_size','bore','price'});
mdl = fitlm(ds,'price~curb_weight+engine_size+bore')

% Show
fit

enter image description here

Now use coefTest for your specific question:

[p,F] = coefTest(mdl)

% Output
% p =
%    1.1416e-47
% F =
%    135.5791

Also see what MathWorks writes about Assess Fit of Model Using F-statistic.

Upvotes: 2

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