significance of p-value, r square , standard erro and z score in regression analysis...

Being a beginner I am really confused with above mentioned terms.

Can anyone explain me with example significance of R square, P value and standard error, Z score in statistics, particularly multiple regression analysis ?

Can you suggest some useful resource ?

Thanks a lot.

Answer 1

[Shashank Prasanna]

This is not specifically a MATLAB question, but you can obtain all of these as an output of LinearModel.fit when performing linear regression.

For the concept it self you I'd refer you to lot of material online or even a basic statistics textbook:

http://en.wikipedia.org/wiki/Standard_error

http://en.wikipedia.org/wiki/Coefficient_of_determination

These are used to assess how good your fit is.