How to judge whether the regression coefficient calculated by the plsregress function is significant, as if there is no significant data related to the output

Question

tianwei lu 2022-12-14

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1877692-how-to-judge-whether-the-regression-coefficient-calculated-by-the-plsregress-function-is-significant

回答： Dhruv 2023-3-24

I use the plsregress function for partial least squares regression, but I don't know whether the regression coefficient is significant. Where can I see the significance level corresponding to the regression coefficient

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Dhruv 2023-3-24

In MATLAB, the “plsregress” function does not directly provide significance levels for the regression coefficients. However, you can estimate the significance of the regression coefficients using various statistical tests, such as the t-test or the bootstrap method.

The t-test can be used to test whether the estimated regression coefficient is significantly different from zero. The test statistic is calculated as the estimated coefficient divided by its standard error.

While the bootstrap method can be used to estimate the distribution of the regression coefficient by repeatedly resampling the data and estimating the coefficient for each sample. The distribution can then be used to estimate the confidence intervals for the coefficient and test its significance.