where is the pvalue of the model stored in fitlm or fitglm?

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Theo
Theo 2014-10-26
评论： Guillermo Quintas 2023-2-9
I'm looking for the model pvalue in comparison to the constant interception, not the variable pvalues. Thanks

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Dameng Yin
Dameng Yin 2018-11-15
编辑：Dameng Yin 2018-11-15
I had the same question. While looking for the answer online, I found the answer to this from here: StackOverflow.
This would work for fitlm as well:
p = coefTest(mdl);
I'm using Matlab 2018a. Not sure if the function is available in previous versions.
Best.

更多回答（3 个）

yanarof foranay
yanarof foranay 2018-9-28
This answer may come a bit late, but at least it can help people that google the same problem (like me):
The p-value of the F-statistic vs. constant model (for the fitglm) can be retrieved like this:
pVal = RL_Model.devianceTest.pValue;
Tom Lane
Tom Lane 2014-10-27
Try this:
load hald
lm = fitlm(ingredients,heat)
lm.Coefficients.pValue(1)
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Theo
Theo 2014-10-28
Thanks but that's not what I want. That's the pvalue of the intercept or basically each of the predictors. I'm looking for the model pvalue in comparison to the constant intercept. in your example for instance it's F-statistic vs. constant model: 111, p-value = 4.76e-07

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Duijnhouwer
Duijnhouwer 2016-3-25
This works (Matlab 2015b):
load hald
M=fitlm(ingredients,heat)
T=anova(M,'summary')
F=table2array(T(2,4))
pValue=table2array(T(2,5))

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