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`生`,`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`

Summary of Output and Diagnostic Statistics

See Also

Related Topics