returning p-values when using lscov function

3 次查看（过去 30 天）
Janis
Janis 2013-1-10
评论： Doug Rubino 2022-10-25
How to return the p-values of a weighted least squares regression performed using the lscov command?

请先登录，再回答此问题。

采纳的回答

Tom Lane
Tom Lane 2013-1-11
If you want p-values for each coefficient, then t is the coefficient estimate divided by its standard error (both returned by lscov), and the p-value is 2*tcdf(t,df), and df=length(b)-length(x) using the notation in the reference page.
  3 个评论
显示 1更早的评论
Tom Lane
Tom Lane 2013-1-14
lscov does not return R-square, so you'd have to calculate it yourself. You'd probably want to compute the various sums of squares including the weights in those formulas.
Doug Rubino
Doug Rubino 2022-10-25
I'm having trouble understanding this term: 2*tcdf(t,df)
tcdf is a cumulative distribution function so it has a range of [0 1]. Doesn't this mean the p-value has a range of [0 2]?

请先登录，再进行评论。

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Multiple Linear Regression 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by