Path: news.mathworks.com!not-for-mail
From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: Interpreting OLS Matlab results
Date: Sat, 7 Nov 2009 10:53:01 +0000 (UTC)
Organization: The MathWorks, Inc.
Lines: 24
Message-ID: <hd3jid$1d3$1@fred.mathworks.com>
Reply-To: <HIDDEN>
NNTP-Posting-Host: webapp-05-blr.mathworks.com
Content-Type: text/plain; charset="ISO-8859-1"
Content-Transfer-Encoding: 8bit
X-Trace: fred.mathworks.com 1257591181 1443 172.30.248.35 (7 Nov 2009 10:53:01 GMT)
X-Complaints-To: news@mathworks.com
NNTP-Posting-Date: Sat, 7 Nov 2009 10:53:01 +0000 (UTC)
X-Newsreader: MATLAB Central Newsreader 2081510
Xref: news.mathworks.com comp.soft-sys.matlab:583201


Hi,
I'm new to Matlab and looking to interpret the below results. I'm not sure what the signiificance of things like the R squared, the coefficients, t stats are etc. I've used one dependant variable and six independent variables. Can anyone please help. Anything  appreciated. thanks. Apologies if this is a double post.


Ordinary Least-squares Estimates 
R-squared      =    0.0644 
Rbar-squared   =    0.0457 
sigma^2        =    0.0000 
Durbin-Watson  =    0.4464 
Nobs, Nvars    =    256,     6 
***************************************************************
Variable        Coefficient      t-statistic    t-probability 
variable 1         0.146728       162.088033         0.000000 
variable 2         0.000095         0.017054         0.986407 
variable 3        -0.014683        -2.153490         0.032237 
variable 4         0.011606         2.488331         0.013486 
variable 5         0.000000         1.598341         0.111230 
variable 6        -0.000000        -1.059647         0.290328 

Wald F-test results

ans =

    1.0475    0.3832