where is the pvalue of the model stored in fitlm or fitglm?

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Theo
Theo on 26 Oct 2014
Commented: Adam Danz on 15 May 2019
I'm looking for the model pvalue in comparison to the constant interception, not the variable pvalues. Thanks

Accepted Answer

Dameng Yin
Dameng Yin on 15 Nov 2018
Edited: Dameng Yin on 15 Nov 2018
I had the same question. While looking for the answer online, I found the answer to this from here: StackOverflow.
This would work for fitlm as well:
p = coefTest(mdl);
I'm using Matlab 2018a. Not sure if the function is available in previous versions.
Best.

More Answers (3)

Tom Lane
Tom Lane on 27 Oct 2014
Try this:
load hald
lm = fitlm(ingredients,heat)
lm.Coefficients.pValue(1)
  1 Comment
Theo
Theo on 28 Oct 2014
Thanks but that's not what I want. That's the pvalue of the intercept or basically each of the predictors. I'm looking for the model pvalue in comparison to the constant intercept. in your example for instance it's F-statistic vs. constant model: 111, p-value = 4.76e-07

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Duijnhouwer
Duijnhouwer on 25 Mar 2016
This works (Matlab 2015b):
load hald
M=fitlm(ingredients,heat)
T=anova(M,'summary')
F=table2array(T(2,4))
pValue=table2array(T(2,5))

yanarof foranay
yanarof foranay on 28 Sep 2018
This answer may come a bit late, but at least it can help people that google the same problem (like me):
The p-value of the F-statistic vs. constant model (for the fitglm) can be retrieved like this:
pVal = RL_Model.devianceTest.pValue;

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