How can I obtain the regression statistics for weighted least squares regression in MATLAB?

I am performing weighted least squares regression using "lscov", and want the function to return the diagnostic statistics in the output. These statistics are available in "regstats", but "regstats" does not do weighted regression.

Answer 1

[MathWorks Support Team]

The ability to retrieve diagnostic statistics for weighted least squares regression in "lscov" is not available in MATLAB.

In the Statistics and Machine Learning Toolbox, these statistics are available by using the "fitlm", "fitglm", and "fitnlm" functions.