Along the same lines as this question, is there a nice way to display regression results in MATLAB from a single or many regressions in table or graph form?
Best Answer
In the (regrettably proprietary) system I have been working on, I set up linear regression as an object and overrode the display
method. The output looks something like this:
lmetc = lm of: # obs: 100 # params: 5 fac1 fac2 fac3 fac4 betahat: 0.996 0.00696 0.0136 0.00845 intercept: -0.23 fac1 fac2 fac3 fac4 tstat: 51.7!! 0.402 0.767 0.494 intcpt tstat: -12.5!! sighat: 0.1756 ci: ( 0.154, 0.205) R^2: 0.967 ci: ( 0.96, 0.974) F: 462 (df1 = 6, df2 = 94) F pval: 0 AIC: 123.7 BIC: 136.7
After the observations and parameters there is a row of the regression coefficients, which is easy to scan across. These are output with something like
display(sprintf('%12s : %s','betahat',sprintf('% 9.3g ',regression_parameters)));
Similarly, below that is a row of the t-statistics associated with each regression coefficient, possibly suffixed by a two character string (' *' for p-value < 0.05, ' !' for p-value < 0.01, etc.) Again, unfortunately you are on your own for this because Matlab does not have, outside the statistics tool-box, a cdf function for the t-distribution (I wrapped R's math library in a mex function. You can check the stats toolbox in octave-forge, perhaps.).
Below that is the estimate of $sigma^2$, with a confidence interval (good luck getting Chi-square quantiles in vanilla Matlab), the $R^2$, and then the F statistic under the null hypothesis that all regression coefficients are zero, and finally the p-value for that (again, no F cdf in vanilla Matlab).
Unfortunately my answer seems to be: "the closed nature of Matlab makes this too difficult to do without money or effort or both, but here's a decent way to format the results once you've gotten past those hurdles." Sorry about that. good luck!