[z,p, esub, e] = cmpmod(Y, Xsub, X) The standard hypothesis F-test of a regular linear model against a smaller regular one. Output parameters: z F-test statistic value p Prob(F variate > z) esub residus vector for the submodel e residus vector for the model Input parameters: Y dependant variates vector Xsub controlled variates "X" matrix for the submodel X controlled variates "X" matrix for the model See also LSFIT