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Summary of Output and Diagnostic Statistics

Diagnostic StatisticsLinearModel Properties and FunctionsField Names of regstats output
Cook’s Distance

cookd
Coefficient Covariance and Standard ErrorsSee the CoefficientCovariance property.covb
Coefficient Confidence IntervalsUse the coefCI function.N/A
Coefficient of Determination (R-Squared)See the Ordinary and Adjusted fields of the Rsquared property.rsquare, adjrsquare
Delete-1 Change in Covariance (covratio)

covratio
Delete-1 Scaled Difference in Coefficient Estimates (Dfbetas)

See the Dfbetas field of the Diagnostics property.

dfbetas
Delete-1 Scaled Change in Fitted Values (Dffits)

dffits
Delete-1 Variance (S2_i)

s2_i
Durbin-Watson Test

Use the dwtest function.

dwstat
F-statistic

  • Find the value of F-statistic vs. constant model in the fitted model display at command line.

  • Use the anova function.

fstat
Hat Matrix

See the HatMatrix field of the Diagnostics property.

hatmat
Leverage
leverage
Residuals

  • See the Raw, Pearson, Standardized, and Studentized fields of the Residuals property.

  • Use the plotResiduals function.

r, studres, standres
t-statistic

See the tStat column of the Coefficients property.

tstat

See Also

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