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

I'm looking for the model pvalue in comparison to the constant interception, not the variable pvalues. Thanks

Answer 1

[Dameng Yin]

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.

[Adam Danz]

And to get the f-statistic too,

[p,f] = coefTest(mdl);

Answer 2

[yanarof foranay]

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;

[Guillermo Quintas]

yes! thanks!

Answer 3

[Tom Lane]

Try this:

load hald
lm = fitlm(ingredients,heat)
lm.Coefficients.pValue(1)

[Theo]

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

Answer 4

[Duijnhouwer]

This works (Matlab 2015b):

    load hald
    M=fitlm(ingredients,heat)
    T=anova(M,'summary')
    F=table2array(T(2,4))
    pValue=table2array(T(2,5))