How to judge whether the regression coefficient calculated by the plsregress function is significant, as if there is no significant data related to the output

I use the plsregress function for partial least squares regression, but I don't know whether the regression coefficient is significant. Where can I see the significance level corresponding to the regression coefficient

Answer 1

[Dhruv]

In MATLAB, the “plsregress” function does not directly provide significance levels for the regression coefficients. However, you can estimate the significance of the regression coefficients using various statistical tests, such as the t-test or the bootstrap method.

The t-test can be used to test whether the estimated regression coefficient is significantly different from zero. The test statistic is calculated as the estimated coefficient divided by its standard error.

While the bootstrap method can be used to estimate the distribution of the regression coefficient by repeatedly resampling the data and estimating the coefficient for each sample. The distribution can then be used to estimate the confidence intervals for the coefficient and test its significance.