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coefTest

Linear hypothesis test on nonlinear regression model coefficients

Description

p = coefTest(mdl) computes the p-value for an F-test that all coefficient estimates in mdl are zero.

example

p = coefTest(mdl,H) performs an F-test that H × B = 0, where B represents the coefficient vector. Use H to specify the coefficients to include in the F-test.

p = coefTest(mdl,H,C) performs an F-test that H × B = C.

[p,F] = coefTest(___) also returns the F-test statistic F using any of the input argument combinations in previous syntaxes.

[p,F,r] = coefTest(___) also returns the numerator degrees of freedom r for the test.

Examples

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Make a nonlinear model of mileage as a function of the weight from the carsmall data set. Test the coefficients to see if all should be zero.

Create an exponential model of car mileage as a function of weight from the carsmall data. Scale the weight by a factor of 1000 so all the variables are roughly equal in size.

load carsmall
X = Weight;
y = MPG;
modelfun = 'y ~ b1 + b2*exp(-b3*x/1000)';
beta0 = [1 1 1];
mdl = fitnlm(X,y,modelfun,beta0);

Test the model for significant differences from a constant model.

p = coefTest(mdl)
p = 
1.3708e-36

There is no doubt that the model contains nonzero terms.

Input Arguments

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Nonlinear regression model, specified as a NonLinearModel object created using fitnlm.

Hypothesis matrix, specified as a numeric index matrix with one column for each coefficient in the model.

  • If you specify H, then the output p is the p-value for an F-test that H × B = 0, where B represents the coefficient vector.

  • If you specify H and C, then the output p is the p-value for an F-test that H × B = C.

Data Types: single | double

Hypothesized value for testing the null hypothesis, specified as a numeric vector with the same number of rows as H.

If you specify H and C, then the output p is the p-value for an F-test that H × B = C, where B represents the coefficient vector.

Data Types: single | double

Output Arguments

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p-value for the F-test, returned as a numeric value in the range [0,1].

Value of the test statistic for the F-test, returned as a numeric value.

Numerator degrees of freedom for the F-test, returned as a positive integer. The F-statistic has r degrees of freedom in the numerator and mdl.DFE degrees of freedom in the denominator.

More About

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Alternatives

The values of commonly used test statistics are available in the mdl.Coefficients table.

Version History

Introduced in R2012a