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From: Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Interpreting OLS Matlab results
Date: Wed, 11 Nov 2009 10:01:58 -0500
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kostas Lynch wrote:
> 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.

Kostas, this isn't really a MATLAB question; you really ought to pick up an introductory book on linear regression.  But I couldn't help but notice this:

> Ordinary Least-squares Estimates 
> R-squared      =    0.0644 

> sigma^2        =    0.0000 

which seems rather odd, unless perhaps your data are pretty badly scaled.  The first says you can't hardly predict y at all, the seond says the error in predicting y is very small (in absolute terms, anyway).