coefTest

Class: NonLinearModel

Linear hypothesis test on nonlinear regression model coefficients

Syntax

p = coefTest(mdl)
p = coefTest(mdl,H)
p = coefTest(mdl,H,C)
[p,F] = coefTest(mdl,...)
[p,F,r] = coefTest(mdl,...)

Description

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

p = coefTest(mdl,H) performs an F test that H*B = 0, where B represents the coefficient vector.

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

[p,F] = coefTest(mdl,...) returns the F test statistic.

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

Input Arguments

 mdl Nonlinear regression model, constructed by fitnlm. H Numeric matrix having one column for each coefficient in the model. When H is an input, the output p is the p-value for an F test that H*B = 0, where B represents the coefficient vector. C Numeric vector with the same number of rows as H. When C is an input, the output p is the p-value for an F test that H*B = C, where B represents the coefficient vector.

Output Arguments

 p p-value of the F test (see More About). F Value of the test statistic for the F test (see More About). r Numerator degrees of freedom for the F test (see More About). The F statistic has r degrees of freedom in the numerator and mdl.DFE degrees of freedom in the denominator.

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.

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.

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Alternatives

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