Finding p-value of coefficients of a trained model

Question

Muhammad Fazalul Rahman am 24 Apr. 2018

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https://de.mathworks.com/matlabcentral/answers/397164-finding-p-value-of-coefficients-of-a-trained-model

Kommentiert: Muhammad Fazalul Rahman am 24 Apr. 2018

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.

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Answer 1

Ahmet Cecen am 24 Apr. 2018

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https://de.mathworks.com/matlabcentral/answers/397164-finding-p-value-of-coefficients-of-a-trained-model#answer_317002

In MATLAB Online öffnen

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: []