Finding p-value of coefficients of a trained model

I've trained a model using the "Regression Learner" app (GPR with Matern5/2 kernel), and I exported the model using the "Export Model" option. How do I obtain the coefficients and their corresponding p-values from the model? To re-learn the model it would take about 24 hours.

Answers (1)

Just load the model then explore using dot notation:
M.RegressionGP
RegressionGP
PredictorNames: {'column_1'}
ResponseName: 'Y'
CategoricalPredictors: []
ResponseTransform: 'none'
NumObservations: 10
KernelFunction: 'Matern52'
KernelInformation: [1×1 struct]
BasisFunction: 'Constant'
Beta: 0.4994
Sigma: 0.2928
PredictorLocation: 0.4946
PredictorScale: 0.2321
Alpha: [10×1 double]
ActiveSetVectors: [10×1 double]
PredictMethod: 'Exact'
ActiveSetSize: 10
FitMethod: 'Exact'
ActiveSetMethod: 'Random'
IsActiveSetVector: [10×1 logical]
LogLikelihood: -1.9069
ActiveSetHistory: []
BCDInformation: []

2 Comments

Also here is an explanation of what each field is: Reference

But is there a way to get the p-values of the regression coefficients?

Sign in to comment.

Categories

Find more on Statistics and Machine Learning Toolbox in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!