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General linear model: Model fit

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MiauMiau on 6 May 2018
Commented: the cyclist on 8 May 2018
I am using Matlab's GLM function:
[b,dev,stats] = glmfit(...)
Where can I get an output of the overall model fit (something like an omnibus test)?

Answers (1)

the cyclist
the cyclist on 6 May 2018
Have you looked through the documentation for glmfit? It describes all the output in detail. In particular, the stats output is a structure that contains information about the fit (e.g. t-statistics and p-values for the fit coefficients).
MiauMiau on 6 May 2018
Yes, but as I understand these are the statistics for the coefficients - not for the model overall, right?
the cyclist
the cyclist on 8 May 2018
That's true. I think if you use fitglm instead of glmfit (yeah, I know), it reports the model-level stats that you are looking for. Take a look at the methods for the model object (denoted mdl) that is the output from fitglm, as well as the first couple examples on that documentation page.

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