[z,p, esub, e] = cmpmod(Y, Xsub, X)
The standard hypothesis F-test of a regular linear model
against a smaller regular one.
Output parameters:
z F-test statistic value
p Prob(F variate > z)
esub residus vector for the submodel
e residus vector for the model
Input parameters:
Y dependant variates vector
Xsub controlled variates "X" matrix for the submodel
X controlled variates "X" matrix for the model
See also LSFIT