How could I find significant coefficients?

Say I did hundreds of regressions based on grouped data from one table, and then got 100 rows of Coefficients C = (alpha0; alpha1; alpha2). I need to know the percentage of significant ones for those three coefficients. And R-squared for each row! Thank you very much!

9 Comments

How do you know which ones are significant?
All ttest tells you is the probability that the data is normal distribution with mean 0 standard deviation 1.
calculate t-statistic and p-value, and then set a confident interval?
And the regression is nonlinear, a quadratic function. Could you help with that? ^^
Iris Li
Iris Li on 3 Jun 2018
Edited: Iris Li on 3 Jun 2018
Umm I saw this one but I calculated the coefficients by minimizing volume-weighted mean squared error. So I kinda need to calculate the t statistics manually. Is there such a command?
I am not familiar enough with statistics to know that.
Thank you anyway!!

Sign in to comment.

Answers (0)

Asked:

on 2 Jun 2018

Commented:

on 4 Jun 2018

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!