MATLAB: How to obtain the regression statistics for weighted least squares regression in MATLAB

errorsStatistics and Machine Learning Toolboxt-statistic

I am performing weighted least squares regression using "lscov", and want the function to return the diagnostic statistics in the output. These statistics are available in "regstats", but "regstats" does not do weighted regression.

Best Answer

The ability to retrieve diagnostic statistics for weighted least squares regression in "lscov" is not available in MATLAB.

In the Statistics and Machine Learning Toolbox, these statistics are available by using the "fitlm", "fitglm", and "fitnlm" functions.

Related Solutions

MATLAB: Average and new observation confidence bounds for predicting Non linear models

You can use the "Prediction" name-value pair argument to change the type of prediction performed by the "predict" function.

Type of prediction:

'curve' — predict predicts confidence bounds for the fitted mean values.
'observation' — predict predicts confidence bounds for the new observations.

MATLAB: Regression

Here is an example:

x = (1:20)';
y = 2 + 3*x + 7*rand(20,1);
model = fit(x,y,'poly1')
figure
plot(model,x,y)

The plot command here is an "overloaded" method for cfit objects (the output of the fit command). The documentation is here: http://www.mathworks.com/help/toolbox/curvefit/plot.html

Best Answer

Related Solutions

MATLAB: Average and new observation confidence bounds for predicting Non linear models

MATLAB: Regression

Related Question