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Topic: T test p values for individual regression coefficients
Replies: 1   Last Post: Mar 22, 2013 1:38 PM

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Tom Lane

Posts: 858
Registered: 12/7/04
Re: T test p values for individual regression coefficients
Posted: Mar 22, 2013 1:38 PM
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> I am currently using regress() function which provides my with R squared
> value, F statistic and its p value.
> I want to know if there is any function/ package which could calculate T
> statistic p-values for each regression coefficient so I could figure out
> if the feature corresponding to that coefficient is significant enough or
> not.

You can get that type of output from the regstats function. Even better, if
you have a recent release of MATLAB you can use

-- Tom

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