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From: Nils Tobias on 23 Jul 2010 14:15
"Tom Lane" <tlane(a)mathworks.com> wrote in message
> I can see what you mean about the reference page for regstats not being
> clear. I'll try to make sure that's improved. Thanks for pointing it out.
>
> -- Tom
>

As I was looking for the same thing today I still couldn't find a good explanation on the regstats help page (http://www.mathworks.com/access/helpdesk/help/toolbox/stats/regstats.html).

However it wasn't too difficult to figure out what's behind that, but I think it wouldn't harm to add some more text to this function:

the structure tstat contains:
beta: estimated coefficients of the regression (simply repeated)
se: standard error for each coefficient
t: the actual t-values for each coefficient (testing if a coefficient is different from 0)
pval: p-values for each t-value (2 * probability for a t-distribution that a value is greater or equal to the calculated t-value)
dfe: degrees of freedom (datapoints - number of coefficients)

-NT
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