This change has been incorporated into the documentation in Release 14 Service Pack 3 (R14SP3). For previous releases, read below for any additional information:
The fifth return value of the REGRESS function in Statistics Toolbox 5.0.2 (R14SP2) is a 1-by-4 vector of doubles. It is defined as follows:
stats = [r2 F prob s2];
Each of these values are computed as described below:
- "r2" is the r-squared statistic defined as 1-SSE/TSS with SSE being the "error sum of squares" and TSS the "total sum of squares."
- "F" is the F-statistic.
- "prob" is the p-value of the F-statistic.
- "s2" is the estimator of error variance defined as the square of the root mean square error (RMSE) value.
