vlt.stats.nestedftest
NESTEDFTEST - Compute Nested F test statistic for 2 nested models
[P,F] = vlt.stats.nestedftest(SE1, P1, SE2, P2, NDATA)
Performs a Nested F test for 2 model fits to the same data, where
the first model is "nested" inside the second (that is, the first model
is a simplified version of the second, and can be obtained from the
second model by setting parameters in the second to particular values).
SE1: The total squared error between the first model and the data.
P1: The number of parameters in the first model.
SE2: The total squared error between the second model and the data.
P2: The number of parameters in the second model.
NDATA: The number of data values used to calculate SE1, SE2.
P: The p-value of the F test. If this is less than your alpha (say,
0.05) then the second model is a significantly better fit than the
first.
F: The value of the F statistic.
See: http://en.wikipedia.org/wiki/F-test#Regression_problems