Compare Fit of two linear models
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Hi guys,
I have a model that looks like this (DV ~ IV1 + IV2)
I also have a nested model where I constrained the coefficients of IV1 and IV2 to be equal. Is there a function I can use to compare the model fit of these two models?
(so I can see if the fit get significantly worse or not in the nested model).
In R I would use CompareFit from the lavaan package, is there something similar for Matlab?
Thanks in advance.
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Jeff Miller
2020-11-2
A quick and dirty solution is to form a new variable
S=IV1+IV2;
and then compare the fit of the model 'DV~S' to the model 'DV~S+IV2'. If the second model fits significantly better, then you know the constrained model with equal slopes is significantly worse.
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Jeff Miller
2020-11-3
X = [S,IV2];
mdl = fitlm(X,DV)
Under the mdl.Coefficients output, you will see a pValue for X2. If this is less than .05 (or whatever your alpha is), then the drop is statistically significant.
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