P-value from nlinfit
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Hi
I'm using nlinfit to create an exponential fit in a correlation analysis. I would like to obtain the probability estimate of the model fit (or P-value). Can I find this in the covariance matrix? If so, in which index?
Best Morten
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Tom Lane
2012-1-30
For a function like
f = @(b,x) b(1) + b(2)*x.^b(3);
you might be interested in the p-value for a test of whether coefficients 2 and 3 could be zero. That tests whether this fit is significantly better than a horizontal (constant) line. Here's how you could do that:
[b,~,~,covb] = nlinfit(x,y,f,[1 1 1]);
p = linhyptest(b(2:3),covb(2:3,2:3));
There are other arguments you can supply to linhyptest to further specify the hypothesis. Also, it's more accurate to supply the dfe argument; what I did results in a normal rather than t test.
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Tom Lane
2012-1-31
There's not a formal way that I know about to do that test. The usual thing is to test two models where one is a special case of the other. In both your model and mine, the horizontal line is a special case of the three-parameter fit.
More informally, people do use AIC to compare models that are not nested one inside the other.
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