What is the order of the regression parameters for a full quadratic model in Matlab?

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Chimezie Umezie 2012-9-30

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I have a 4 factor model and I used the regstat function in matlab to determine the coefficients but I do not know the order in which Matlab outputs the parameters. Textbook references is in this order: Constant, Linear,Interaction and quadratic terms. I am wondering if the order is the same for Matlab.

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Answer 1

Tom Lane 2012-10-1

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"help regstats" in my version points to "help x2fx" for the order of terms. The latter confirms that your order is correct, and it also defines the order of the interaction terms.