Summary of Output and Diagnostic Statistics

Diagnostic Statistics	LinearModel Properties and Functions	Field Names of regstats output
Cook’s Distance	See the CooksDistance field of the Diagnostics property. Use the plotDiagnostics function with the 'cookd' plot type.	cookd
Coefficient Covariance and Standard Errors	See the CoefficientCovariance property.	covb
Coefficient Confidence Intervals	Use the coefCI function.	N/A
Coefficient of Determination (R-Squared)	See the Ordinary and Adjusted fields of the Rsquared property.	rsquare, adjrsquare
Delete-1 Change in Covariance (CovRatio)	See the CovRatio field of the Diagnostics property. Use the plotDiagnostics function with the 'covratio' plot type.	covratio
Delete-1 Scaled Difference in Coefficient Estimates (Dfbetas)	See the Dfbetas field of the Diagnostics property.	dfbetas
Delete-1 Scaled Change in Fitted Values (Dffits)	See the Dffits field of the Diagnostics property. Use the plotDiagnostics function with the 'dffits' plot type.	dffits
Delete-1 Variance (S2_i)	See the S2_i field of the Diagnostics property. Use the plotDiagnostics with the 's2_i' plot type.	s2_i
Durbin-Watson Test	Use the dwtest function.	dwstat
F-statistic	Find the value of F-statistic vs. constant model in the fitted model display at command line. Use the anova function.	fstat
Hat Matrix	See the HatMatrix field of the Diagnostics property.	hatmat
Leverage	See the Leverage field of the Diagnostics property. Use the plotDiagnostics function with the 'leverage' plot type.	leverage
Residuals	See the Raw, Pearson, Standardized, and Studentized fields of the Residuals property. Use the plotResiduals function.	r, studres, standres
t-statistic	See the tStat column of the Coefficients property.	tstat