Stixbox Function cmpmod - Compare linear submodel versus larger one
Calling Sequence
- [z,p, esub, e] = cmpmod(Y, Xsub, X)
Parameters
- Y
: dependant variates vector
- Xsub
: controlled variates "X" matrix for the submodel
- X
: controlled variates "X" matrix for the model
- z
: F-test statistic value
- p
: Prob(F variate > z)
- esub
: residus vector for the submodel
- e
: residus vector for the model
Description
Compare linear submodel versus larger one. The standard hypothesis
F-test of a regular linear model against a smaller regular one.
See Also