Compare linear submodel versus larger one
[z,p] = cmpmod(Y, Xsub, X)
a m-by-1 matrix of doubles, the dependent variates vector
a m-by-n1 matrix of doubles, controlled variates "X" matrix for the submodel
a m-by-n2 matrix of doubles, controlled variates "X" matrix for the model
a double, the F-test statistic value
a double, the p-value Prob(F variate > z)
Compare linear submodel versus larger one. The cmpmod function computes the F-test of a linear model against a smaller one.
If the two models are very different, then the F-statistic is large, leading to a p-value close to 0. If the two models are similar, then the F-statistic is small, leading to a p-value close to 1.